Well, if it is impractical to approach this from a long term friendship angle, maybe you can be more direct.
When JW people come to the door, I always look forward to it, tell them how eager I am to talk about God and share our testimonies. 'Oh', they say, 'you already belong to a church'. They usually get nervous when I start asking them specific questions and ask if they can 'come by later'. I always say sure, I know you guys have a quota to meet, I understand, hope you come back soon, blah blah.
The last time I was approached by a persistent JW, I simply asked her if her religion required her to go door to door or if it was her own idea. She was a little taken aback. Then as we stood there in the parking lot i said - if a truck ran over her that moment and killed her, where would she go? She was very agitated and tried to change the subject. When I persisted, she became defensive and refused to answer me directly. I told her then her faith was worth nothing to me as it had no assurance to offer. Normally I would not be so direct but I had only a few minutes, she was the one who had approached me with the intent to proselytize, rather than vice versa. Of course I offered, gently, to tell her how she could be assured of an eternity with Jesus in Heaven, but by then she was so upset she literally ran away.
Sometimes it doesn't pay to become involved in lofty philosophical/theological or doctrinal discussions. They only serve as a diversion anyway, especially when someone is intent upon converting you. Because the real question is: does life have any meaning, and what happens to us when we die? Maybe if you confront the basics and refuse to engage in all their 'stuff' you could make some headway. JMHO.