I suspect we lean toward fiction over nonfiction here. That is just an observation, not a standard.
In that light, the most relevant authors I would reach for are Graham Greene, John Gardner, and Dostoyevsky. As for some specific suggestions:
The Heart of the Matter or The Power and the Glory by Greene. His presentation of a religious mindset is fascinating to someone not of the same mold. His take is down to Earth, in the trenches, with a committed anti-sanctimonious attitude. If there was any writer of fiction with the power to convert a reader to a certain religion Green would have been the one for me.
Grendel by Gardner. Being familiar with Sartre's ideas helps to appreciate this novel a bit more, although it is not required. Gardner is practically a study of how to skillfully inject philosophy into a novel, while keeping it in balance with all the other writing techniques a more casual reader would expect.
Crime and Punishment by Dostoyevsky. Many /lit/erati say this is Dostoyevsky lite. Perhaps, but we are talking about where to start. The Pevear and Volokhonsky translation came across as a very modern style of novel that was a joy to read. Quite gripping, even.
If your are more into the hardcore primary source materials the above suggestions are way too casual. Our user base is probably not well equipped to make such recommendations, nor is it our focus. Despite this, the discussion of what materials would serve as such is welcome.