Where it is possible I have found making a game of shooting (i.e., no discussion of defense, etc.) with a bit of a challenge. And definitely an air gun or at most a .22. Let's be honest, a hot .357, .44 Magnum or .500 S&W will scare the heck out of experienced shooters, let alone a beginner.
A subtle challenge sometimes works, something to the effect of rolling a can, then saying casually, "Of course you aren't up to doing that yet." If the response is "I bet I can", you have a pupil ready to learn.