I have considered the possibility of my strategy backfiring, so I try to choose something I know they would be (relatively) certain to not accept, which also has simple ways you can show it is irrational, and something I do not actually believe (so I do not need to go back and tell them why my original opinion was probably correct after all later on) The Santa clause example might work if you were joking with a friend, but if you are in a more serious situation, something which is less obviously a trap would work better.

So far, I have not knowingly convinced anyone I know to accept an insane idea, but it is still something to watch out for.