It is not so much that they think they're especially deserving; quite the opposite; the definition of "grace" is "unmerited favor". What they DO think is that god is giving them reassurance that they are believing and behaving correctly. While, as @marbus pointed out, the Bible says god sends his rain on the just and the unjust, it also promises to bless the righteous and confound the wicked, invites you to ask what you will of a god who is eager to open the windows of heaven and rain down blessings upon you and yours, etc.

So in my experience at least it is not so much gloating as we unbelievers sometimes misunderstand it to be, it is more self-reassurance and self-soothing behaviors and statements as well as ginning up a "victorious" mindset that they are constantly told they are supposed to have. Yes in specific cases it can involve schadenfreude, gloating, and so forth, but even that is connected to the fact that they live in terror of being wrong. Fundamentalism isn't about being good, it's about being right.

Finally, while everything is at the end of a causal chain, we don't see all the influences and we don't correctly assess all the effects, so life is not a cosmic candy machine where you always get 25 cents of value for every quarter you put in the slot and pull the lever. Sometimes you don't even get the selected candy bar, or it's been eaten by vermin already. So it's not like every outcome is rendered explicable just because religious faith isn't in the mix for us anymore, giving us a deeply and fundamentally flawed mental model of reality. We still have biases and misperceptions to overcome, not all of which are leftovers from religious ideation. To me the whole point of deconversion was to have a better mental model, but it still needs work, and it will never be perfect.

As to the best response, it's generally a non-response. Don't encourage them by being impressed, even negatively impressed. They're seeking some combination of attention and validation; the less they get of both, the better.

Mostly I wouldn't respond.

But asking a simple "why?" might do the trick. Be that annoying 3yo in their life. Why did God do all that for them? Why doesn't he do that for other people? Why do they think they're more deserving than other people?

I think you'll find for many people, it boils down to the same thing you've expressed for yourself, but warped in a different direction. they put forth an effort (whether that's actually effort or just having the "right" beliefs) and they got the result (God's blessing).

Unfortunately for them, there's nothing biblical about that (the rain falls on the just and the unjust, etc.).

Unfortunately for you, life is a little more complicated than simple cause and effect.

Best response is "Read more, know more, experience more home and abroad." This concept is not totally pointless or bullshit. It feels good to be delusional, delusion can make you feel calm and peaceful and rested. Isn't blind love a kind of delusion that we all experienced? It doesn't always feel good to not know an answer, we are not evolved to remain perpetually puzzled. So whether it's right or wrong, we always seek for closure and the God as an answer to all provides closure to billions of people to stay calm, with their limited education. For an intelligent, rational mind(at least most!), it's totally bullshit, unthinkable living an entire life under such delusion. So, whether, we get pissed off or not, it's not possible to change so many people's subjective experience all on a sudden. But that's why they should be ridiculed. But being ridiculed and being hated are different things, but sometimes we convolute these two. I may be sounding like an apologetic, but I am rather sympathetic. Because for me mingling is more important than segregation for a peaceful society, the wise always takes a little more responsibility on their shoulder, even when being misunderstood.

i can't be arsed with it

Psalms 16:18 'Pride goeth before destruction, and a haughty spirit before a fall.'
That might do the trick as a response, considering the context.

I just nod my head: no use in trying to present facts to the delusional.
I think they need to feel in control, watched over, special, cared for; they have difficulty with stark reality.