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Yes indeed, reading and listening to lectures can take a person only so far. Do you know the Tibetan parable? A lame man and a blind man are both attempting to make their way to the holy city of Lhasa, which stands in this case for the Western Paradise of Chenrezig—that is, for “Heaven”. But of course the lame man can’t walk, and the blind man can’t see. Their solution consists in the lame man’s climbing atop the blind man’s shoulders and telling him where to go. The point of the parable is that doctrine (which is lame) and method (which is blind) must be combined. Only together do they permit one to make genuine progress in the spiritual life.
As to your second question—why with all my obvious interest in non-Christian religions, I nonetheless follow a Christian path—you have rightly intuited, or perhaps deduced from your reading of Schuon and other perennialist authors, that remaining within the tradition in which one was raised is far preferable to conversion to another religion. Changing religions, Schuon insisted, is more than a change of country; it is more like a change of planets, and barring necessity or an unimpeachable sign from God, having to learn to breathe so different an atmosphere is inadvisable.
Changing churches, on the other hand, is a very different matter. I myself am Eastern Orthodox, though I was raised as a Protestant. There are any number of reasons for this choice—ranging from the doctrinal to the liturgical—but by far the most important is the fact that Orthodoxy is alone among the Christian possibilities in offering its adherent the ancient treasures of a contemplative method, in the form of Hesychasm. Not that there aren’t Catholic and even Protestant mystics and sages, to say nothing of saints. That’s not in question. But which of them is able to tell the rest of us how to attain to his vision, let alone transformation? Where is there a step-by-step, practical guide to theosis outside the Christian East?
So yes again, I strongly recommend you investigate the Orthodox Church. I do not know where you live, nor what the possibilities are in your area. Needless to say, man being man, Orthodoxy is no more immune than any other religion to local variations, and indeed deformations, along what Schuon would have called “the human margin”. Perhaps I should add this as well, though it should go without saying: the Orthodox are by and large no more open to perennialism than are other traditional Christians. Nor should, or need, they be so long as they are seriously seeking to follow their own Way to God. The majority of men are so made that they cannot make concerted spiritual efforts unless they are first convinced that their Way is, if not alone true, then at least the best.
Do not waste your time being surprised by this, or trying to turn conversations with the priests you may meet into interfaith dialogues. As I have pointed out before in this forum, one goes to Church after all, not as an exercise in comparative religion, but in order to be nourished and in time transformed by the God-given sacramental Mysteries. Moreover—and note well, for this is extremely important—having recourse to those Mysteries, by virtue of an initiatic affiliation with the Church, is the sine qua non if you wish to engage in the methodical use of an Invocation like the Jesus Prayer. You can certainly say this Prayer from time to time for brief periods and in a more or less devotional way. But if you wish it to be the centerpiece of a full-fledged method, you need to have the guidance of a wise elder (the Greek geron and Russian starets), and such guidance presupposes membership in the Church.