Delusion of a friend?!

Someone close to me has paranoid delusions regarding all people who he suspect as "Evil"
Basically, he likes to "jump into conclusions" without clear evidence.
He also likes to focus on any itsy bitsy tiny behavior or words from the person to confirm his delusion (confirmation bias).
He has been introversion from childhood until 25 years old and has an aggressive selfish personality. He also doesn't like to forgive people when they commit mistakes (intentional or not)!
Basically, how do I cope with a friend like that???
I feel super stressed; especially, because he rejects psychotherapy.

Do you want to give an example of a situation where he's jumped to conclusions without clear evidence?

This looks a bit like me (except selfish part).
Your friend has a mental issue.
If he doesn't forgive others mistakes, he probably do the same with himself ? Maybe his parents were too strict/pressuring with him ? You can't forgive others if you can't forgive yourself. He must be very sad inside.

You must try to make him recognize his behaviour. I think it's the first step.