Apparently my stack exchange reputation doesn't carry over between sites, so I can't comment on previous answers. I just wanted to add that "preaching to the choir" is more about not needing to convince someone of something, because the proverbial choir is already on "team jesus".
Also, "teaching [one's grandmother] to suck eggs" strikes me as very region-dependent. If someone said this to me, having grown up in southern california, I'd have no idea what they meant. I mean, I would now, because I read the other answers. But I wouldn't have 10 minutes ago. Could be misconstrued as something vulgar, or maybe a very awkward non-sequitur.
"Teaching fish to swim" is probably closer to what OP wants. It might not be part of everyone's common parlance, but it's at once clear what the speaker means, and doesn't feel at all awkward.