The Great Commission gives “marching orders”, but I do not see it as instructions. Throughout Scripture, we see Christ and the Apostles giving law to the proud (that they might be convicted of sin) and grace to the humble (for they have been convicted). The Great Commission says to make disciples, it does not say how to evangelize the lost - who must be born again before they can be discipled.
The WORST thing a Christian can do is lead a goat into thinking he’s a sheep.
Matt 5:44 But I say to you, love your enemies, bless those who curse you, do good to those who hate you, and pray for those who spitefully use you and persecute you
The Lord was very clear: baptize and teach. His disciples were not to convict anyone of sin nor were they told to discern if someone was born-again or not. That is for the Lord alone.
"Make disciples of ALL nations" - only other thing I recall Him saying (when He sent out the 70) is shake the dust from your sandals if you are not received.
We understand goats (as in Matthew 25:31-46) as those in faith alone -- without charity. Sheep are those in faith and charity. I'm not quite sure how you're defining 'Christian', 'goat', or 'sheep'