1. Saul had a genuine experience, but it was not God setting him on the path to the One True Faith. No, it was Satan masquerading as God, who picked Saul because he was exactly the right Pharisee to influence christianity to be more legalistic, anti-sensual, and hierarchal. This means that for nearly two thousand years, y'all have been thinking you're worshipping Jesus when you're actually a bunch of Satanists. Now don't you feel embarrassed.

2. Saul was zapped by space aliens on the road to Damascus, and ever since then, he was under their control. From their homeworld, they kept him under psychic hypnosis while they programmed him with a religion that would be sure to retard the intellectual development of a nearly pre-industrial Europe. When the Arabic world began to develop faster, the aliens inflicted Islam on them, followed by the Crusades just to keep everyone too busy slaughtering each other to develop space flight. The aliens did all this to ensure that by the time their motherships arrived in the late 1800s, we would not have the technology to detect and defend against their forces. This not only explains Saul, it also explains Islam and even the recent waves of alien abductions.

And it is no more improbable than the possibility that Saul actually had a real experience with the real God that you imagine to exist.