What are the means of grace? One could answer this question in different ways. One way to look at it is to see the means of grace as the setting up of nails, the placing of them up to the planks your life. And then God-sent, God-assigned trials are the hammers that drive those nails down deeply into the boards of your life, ensuring that you are fastened tightly into God's everlasting building, a glorious building, one that cannot be shaken, eternal in the heavens.
Thus the means of grace by themselves often don't go down very deep; but without them the nails are never set up to go in at all. So the means are absolutely essential. Without them the boards of your life will not be held fast to God's building. But the means of grace without real-life trials are only the preliminary steps to be taken to build the building. It doesn't get built without hammers—the trials and tribulations of life. The means of grace need to be driven down deeper week to week, month to month, year by year, until God's construction project comes to a glorious completion.
And it will. God is always good, always on his throne. So rejoice always amid God-assigned trials and give thanks in all circumstances, not least the most difficult. That is where the real theologizing is done in any case. That is, as Luther taught us long ago, what makes a real theologian. Which is simply to say—that is where we go deep in the all-satisfying knowledge of God.
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