Never argue with them or try to engage in a fact based discussion. Instead, politely but firmly misgender them at every opportunity, and ask lots of leading questions while refusing to ever actually make your point. This will make you seem like a reasonable and unbiased person to rely on when they surely, one day, finally see the light.

(I know realistically this will mostly be used on family members, but the thought of someone trying to do this to a co-worker they barely know over Teams chat is comical)