Many, many non-Jews received blessings and guidance from the Lubavitcher Rebbe, me included.
A non-Jewish celebrity with a personal connection to the Rebbe is actor Jon Voigt. After a spiritual awakening and getting off drugs, he asked the Rebbe if he should convert to Judaism. The Rebbe told him no, suggesting that he could play a larger role spreading observance of the Seven Laws of the Children of Noah.
Happy for him that he kicked the drugs... not so happy he got set on an anti-Christianity jag.