I don't know that I'd have the guts to do something like this, but I certainly wouldn't consider it rude.
Especially not as rude as people coming to your house on a Saturday morning to tell you your beliefs are wrong and if you don't listen to their preaching you're going to die soon. If it's all about being pushy then turn-abouts fair play.
I guess it's just all in what your goal is. Personally I'm a fan of the pointed, "innocent" questions. The kind they can't answer without squirming. But that usually takes more than one visit to have the chance to pull many out.