Look, the guy asked out of courtesy & you gave him the permission. You don't have any right to complain because you forfeited that right already. Be an adult, if his prayers bothers you so much, just politely mention it to him the next time. I know you don't want to out yourself, but how can anyone seriously be offended by a prayer (the prayer was not about saving your soul from eternal hellfire I presume)? Last time I checked, Atheists are not vampires.

I believe he gave permission for him to say grace, not to then spout on about god for the entire meal. I think the only thing I would have done differently would be once he started on about his Christian world views I would have told him I was not comfortable discussing religion at work and would like to stay on business related topics.

There are 7 topics considered to be taboo to discuss in the workplace. Religion is one of them. I don't think it would be rude in a business setting to let people know you're not comfortable discussing religion. As long as it's done politely.