The important thing is, you're compelling people to examine their pre-existing beliefs. They won't change their beliefs during your conversation, because deprogramming takes time. But the more seeds of doubt you plant, the better the chances are that some will germinate.

I find that the most effective way to encourage people to question themselves is to discuss things calmly and in good faith, through in-person conversations. Challenging people to "convert me" has been surprisingly fruitful - after all, I honestly would love to believe that a benevolent deity is looking out for us all. (As well, tons of believers would equally love to be the one who "shows [you or me] the light.") I want them to provide compelling evidence that can change my mind.

Approaching the conversation in this fashion not only challenges the "missionary" types to think harder, but it also shifts the onus onto them to convince you. If they've never thought critically about their message, this kind of conversation may introduce questions that stick with them long after it's over.