Show them one of your favourite films of his. I did.
Most of my friends in real life aren't interested in or familiar with cult/b-movies/exploitation film so when the opportunity to show a Jean Rollin film came about, I just showed one of my absolute favourites: Night of the Hunted, my friend liked it.
Alternatively, I probably would try and pick a film similar to a favourite film of theirs or a favourite genre.
Generally speaking I probably wouldn't show one of his Vampire films or soft core or hard core films to someone experiencing Jean Rollin for the first time.