Honestly, one of the big steps is either get him to a firing range for shooting a few rounds (pretty sure he's allowed to do that even if he doesn't have a green card. He just can't own one or something.) Teach him the four main rules of gun safety and proper way to shoot. Figure once he actually has it in his hands, understands how it is and how to wield it properly, he'd be more open to at least changing his mind.
The thing I've seen when interacting with people who are pro-gun control or are anti-gun, ESPECIALLY if they're from foreign countries, is they are either ignorant in how a gun works and believe shit they see on TV, or they see the gun as a kinda "moral" instrument i.e. it is the gun that makes people kill OR only evil people need guns. So you first have to get rid of that notion.
The thing you have to make him understand is that, end of the day, the responsibility lies with the man with the gun in his hands. The gun isn't what causes all that death, rather it is people who have that gun who do that, and that simply banning guns wouldn't necessarily stop their damage; it'd just change their method of attack. The suicidal folk would simply swallow meds instead of a bullet or take a long walk off a short roof. While the homicidal folk would just go for knives, axes, hammers, etc or pipe bombs, molotovs, hell even a truck of peace if they wanted lots of damage.
All the other points that people have made (2a is protection against tyranny, statistics are misleading, gun control laws were initially established to fuck with minorities, tons of people including minorities successfully use guns for defense (including situations where the guy doesn't fire the gun, just brandishes it and the attacker runs away), hell even mention the gun control laws that are already currently present, etc) are important; but first and foremost, the guy has to understand that the gun neither makes the person evil, not is it that only evil people want a gun. Once he understands that, he'll probably be more willing to open his mind on the topic.