The following are acceptable expressions that I have heard:
To me, both mean essentially that you are trying to explain something to someone who already understands it. So you are wasting your time. (Edit: Although GEdgar's definition is better: "Arguing a controversial subject only with those who already share your opinion")
My friend is suggesting that there is a subtle difference in the meaning between the two. Is he right?
Edit: He suggests that the former has the implied context that very few people are listening- preachers normally preach to a congregation. The latter does not.