u/Immediate-Yard1931

Hello, I am just trying to ensure I am not missing any steps. I am trying to pursue citizenship by descent via my great grandparents. They left around 1906/07 never naturalized in the USA and never was able to return as they passed away pretty young. I believe this was under Russia at the time they left? I didn't know this until looking into it as we were always told our ancestors were from Lithuania.