Hebrews 12:22-23 speaks of spirits in Heavenwho have been made perfect. Where is a spirit made perfect? Could they possibly undergo a type of purging? we must be perfect, Matt 5:48. We all sin. after we are "saved". Unconfessed sin will be dealt with and it isn't Hell.
Just as at the snatching away of the living saints they will be transformed instantly (1 Thess 4.13-18; 1 Cor 15.52; Phil 3.21) so does the same happen to a true Christian when he dies. He is 'absent from the body, present with the LORD' (2 Cor 5.7). He goes 'to be with Christ which is far better' (Phil 1.23). His spirit is immediately 'made perfect'. Any purging is instantaneous. No need for Roman Catholic myths.