He would meet fans after the Penn and Teller shows to sign autographs, stand for pictures, etc. After one show, he noticed a gentleman hanging back from the other fans, allowing them to interact freely with Mr Jillette. When all of the others were leaving, the gentleman approached Penn and said, "Sir? I recently heard you say that you were an atheist and I want to give you a gift." Penn was not expecting this but accepted the box from the gentleman's outstretched hand. He opened it to find a Bible in the box, which really surprised him. The gentleman explained that he was very concerned for Penn's eternal life and wanted to make certain that he a chance to read God's word before he met his maker. He also told him that he was free to read it or not as he saw fit, but if he read any portion of the Bible that he, the gentleman, had written within the front cover all his contact information. If Mr Jillette had any questions, day or night, to feel free to contact him.
Penn got back to his room still taken aback by the encounter. It continued to bother him as he tried to sleep that night. He finally got out of bed and made and posted a video detailing the encounter, minus the gentleman's contact details. His takeaway from it was that with the many people claiming to be followers of Christ that he had never been approached him by someone this caring and sincerely concerned for his future well being. He was shocked that more people weren't approaching him and every other atheist this way. The quote I used is an excerpt from that video. I'm guessing the full video can be found on YT.