I can't remember where I read this story or even whether I really did. It seems ridiculous now, but the gist of the story (as far as I recall) involved a man who was about to die. He decided to upload his consciousness to some kind of simulator specifically made for the purpose of providing a faux-afterlife. The simulation company/agency customarily let its clients choose the nature of their simulations.
The man decided to occupy a simulation where he would get to teach dinosaurs about Christianity and try to 'save' their souls. I think that the simulation was set to occur right in the days before the asteroid hit the Earth, but that the man got to survive it with his bible or whatever, and he started proselytizing to the early mammals that rose after the extinction event.
The person running the agency might have also mentioned that the idea was ridiculous but that he was paying so he could do as he pleased.
It wasn't a very long story. I read it around the late 1990's, but it was in a collection of older pulp sci-fi from decades earlier.