The key aspect, I think, is in writing the simulation oneself. At one point, I was attempting to explain the Monty Hall problem, and wrote a simulation out of frustration. It failed to convince the other person, who accused me of subverting the simulation such that it would give the answer that I wanted.

I'm wondering if gambling would be a good way to go about it. Start with $10 each, and alternate who plays the "host" of Monty Hall. One person is only allowed to switch, and another is only allowed to stay. For each correct answer, take $1 from the other person.

Hmm, maybe to sweeten the deal, the person who switches gets $2 for a win, but the person who stays gets $3. That way, it would show that even with 50% better payout, it doesn't overcome the 2x difference in odds.