Aleteia has a really interesting article by Fr. Antonio Maria Cardenas, ORC on guardian angels, and what they do after we die:
Saint Aloysius Gonzaga (1568–1591) taught that at the moment when the soul leaves the body, it is accompanied and consoled by its guardian angel so that the soul can present itself confidently before the Judgment Seat of God. The angel, according to this saint, presents the merits of Christ so that the soul can find support in them at the moment of its particular judgment. Once the Divine Judge has pronounced his sentence, if the soul is sent to purgatory, it will be visited frequently by its guardian, who will comfort and console it, bringing the prayers that have been offered for it, and assuring the soul of its future liberation.
In this way it is understandable that the help and mission of the guardian angel does not end with the death of those the angels protect. This mission continues until the soul reaches union with God.
Fr. Cardenas has more interesting information about guardian angels over at Aleteia.