I would not exactly try to convince them, just make sure they have some doubt.
I would do that by having (or inventing) a conflict: One character that believes the opposite of another character. Have one of them just "believe" the Evil One is still alive, kind of like a religious belief, while the other cites all the reasons why the Evil One is truly dead.
By the end of the story, neither has given up their position, but the Evil One has not arisen, as the "belief" guy insisted. If you prefer, you can reverse these roles; i.e. one person "believes" the Evil One is dead, and another cites all the reasons why the Evil One is not dead.
The conflict is just between "belief" and "reason", just pick one side to be right and one to be wrong, as you prefer.
Let readers do the same; they will either be vindicated, or if they bet on the cliché surprised, which is a good thing.
Clarification due to comment.
I certainly did not intend to imply that these philosophies should be delivered in sermons or lectures. They are boring. I think of it as a friendly argument between characters stuck with each other; and when I say *"cites all the reasons",* I certainly do not mean all at once, or even all in the same scene or chapter.
Lectures are an unimaginative way to reveal character philosophies. As always, show don't tell: A philosophy should have some impact on the character's actions or decisions. And because of that, should be revealed in a more piecemeal fashion, in bits and pieces throughout several chapters.
In this case, since the death of the Evil One is important to the current world structure; a person that believes the Evil One will return must see the current world structure as temporary, something fragile that will soon be swept away, cannot be trusted, and may not even matter that much.
While the person that believes the Evil One is gone for good may see the new world structure as permanent, something that must be supported and improved because the injustices will last forever unless they are addressed. His counterpart would say this improvement is a waste of time, adding details to our sand castle with one eye on the wave rising to destroy it.
But none of these need to be long passages or lectures, they can be jabs and ripostes, friendly argument to pass the time while traveling, or making camp, or at meals, when people are normally talking to pass the time.