Yes, the Anglo-Saxons were well aware of their pagan ways. Its not as if they just forgot about their old belief system once they were converted to Christianity. In fact Christian and pagan beliefs survived alongside each other for almost a century in England. Later chroniclers, such as Asser in his biography of King Alfred, specifically point to the differences in religion between the Anglo-Saxons and the Norse through their conflicts.

While knowledge of the specific rites, rituals, gods, and so on would not have survived long after conversion, the Anglo-Saxons as a Christian society were quite keenly aware of their own recent pagan past. This is seen very clearly in works such as the venerable Bede's History of the English Church and People. I won't go into the specific biography of Bede himself, suffice it to say he was a well known Christian intellectual who lived and wrote in the generation after the conversion process had been completed. According to Bede's own writings, the last pagan kingdom to fall to Christian forces did so in the late 680's, on the isle of Wight. Bede himself was born just a few years earlier, and as a part of his work claims to have interviewed, or at least received second hand interview knowledge from those who lived under pagan kingdoms in their heyday.

Now, as for their relations to the Norse and how aware they were of them...

I've already mentioned that Asser in his biography is very keen to paint a stark contrast between the pagan Norse and the Christian English. Alfred's own writings also seek to establish a more firmly English identity in the face of Norse depredations. However, this is not the only interaction. Many works of Old English literature indicate that there was still mutual intelligebility between Old English and Old Norse at this time, and its unlikely this escaped the notice of those living through this time.

For more on this aspect I'd recommend taking a look at this post by /u/bristoneman It goes into a much greater amount of detail than I have