Religion springs from the emotions first, and then the intellect. Like a body of flesh wearing a suit of armor, its core content is sentimental even though it surrounds itself with a protective layer of rational justification. You can confront the surface layer of belief with logical argumentation, but the animating force behind it all defies direct analysis by purely philosophical tools. You can expose the flaws in their system of belief, but their minds will resist change because their real reasons for believing lie elsewhere, on another level.
Your approach to conversation with the devout must also take into account that they themselves are active participants in their religion, continually creating their own personal experience of the divine on a subconscious level, apart from their own awareness. Many theists enjoy an ongoing relationship with a person of their own invention, one whose existence depends on their continual re-creation. When you tell them this person doesn't exist, you are contradicting an experience they know to be real because they themselves are generating it. Losing that would come at a great psychological cost.
This is why, generally speaking, an indirect approach works best when introducing critical thinking into another person's religious belief system. For many of us who de-converted, the journey away from supernaturalism began with a great deal of introspection. We began to ask ourselves: How did we come to believe in the first place? We also began to notice how perfectly our beliefs seemed to be constructed around our own psychological needs, and how immune to falsification they had become after centuries of collective rationalization.
You could begin by suggesting they ask themselves honest questions about how conveniently their beliefs meet their own psychological and social needs. You might also help them recognize how consistently their system of belief categorically excludes anything which would invalidate or falsify it. How much of what they believe could still exist apart from their own active participation in maintaining it? How much of what they believe can be evidenced apart from what goes on inside their own heads?
A belief system that is impossible to disprove should automatically raise the suspicions of any critically thinking person. —Neil Carter