Uncontrollable laughter followed by a thank you for the hilarity!
I laugh, say "whatever", or tell them to get lost.
I've had that so many times, it's a different response each time. If I know them personally and they get really annoying- to the point where my patience is all gone, which is hard to do but happens-- I point out things that they have done that's pretty bad according to their bible. When they say they have asked for forgiveness and got it from god, I ask them how they know? I point out that their conversations with god is subjective, and that of course their god is going to tell them what they want to hear. If they bring up the bible, I point out that one) the bible is not giving them live feed on their problems. 2) the people who wrote the bible believed in ridiculous notions like not wearing different types of fabrics, all the times god made mistakes and tried to cover up his mess up... If they say that it was the devil tempting them, I call bullshit. I tell them that there is no devil; they are responsible for their own actions and blaming it on the devil shows how weak they are for shifting blame on someone else rather than facing their weaknesses and actually confronting and working on their weaknesses.
Actually, I think I have finally come up with an answer. With whom would you rather spend eternity? A bunch of self-righteous, pious, holier than thous, playing harps and sitting on a cloud, or hangin' with the greatest sinners, debauches, sex-freaks, artists, and general miscreants throughout history? I'd just say, "If you're all heaven has to offer, I'm takin' hell. Hell is clearly, more fun."
I have that happen just about the time the conversation is over. Walk away or hang up is good. One time a religious troll was getting nowhere with me and he suddenly went into 3rd person. He said the Holy Spirit was talking to him and told him how afraid I was of hell. Sorry. Not me. I outgrew all that when it became clear to me that it was nonsense. Anyway, it would have been more fun if he told me the Easter Bunny was talking to him. Maybe Casper the Friendly Ghost. Hell, Casper is so old today that his sheet has holes in it. He could be the Holy Ghost.
Usually laugh in their face, then reply, My God, the Easter Bunny, never hurt anyone! That usually gets a shocked horrors look on their face.
"I know I'm going to hell. I've got a one-way ticket."
"I'm in hell right now."
"Good, you'll have company when I get there."