What to do...

[Minimalist]

They are the ones making the claims, they are the ones who need to prove their claims.

Yes, but their standard of evidence tends to be so low as to be virtually invisible. For a true xtian shitstain, "it's in the bible" is evidence.

The same rational can be used to prove the existence of Darth Vader or any other fictional character but they rely on special pleading for their god boy.