Almost anything can be material for a stand-up routine. What makes some comedians successful is the ability to tell a funny story. Simply pointing out absurd or funny things won't impress an audience-- ordinary, 'non-funny' people do that all the time. You want a comedian to entertain you. Dave Chapelle is successful because he's a master storyteller. Think of the comedians who make you laugh, and they know how to tell a story.
"My religion didn't let me masturbate" is not, in and of itself, a funny or non-funny concept. It has a ton of promise, though, because people love taboo subjects. And someone who has a talent for telling funny stories would never run out of laughs. The idea of preaching door to door? Put that in the hands of your favorite comedian and imagine what they could do with it. They'd probably have the room falling out of its chairs from laughter.
Evans might be able to learn the craft. I tend to doubt it, mostly because he cannot laugh at himself and he bristles at any kind of criticism, which he would need to heed in order to improve. I just can't imagine someone being good at comedy if they cannot laugh at themselves.