He thinks that the EU is overbearing
Depending on who you ask a lot of people might not disagree with this. The left will fault the EU for its imposition of austerity, for example, while individual countries within the EU would benefit from changes to its structure of policy that currently benefit others. But I think it is best to challenge this not so much by saying that the EU as a whole isn't overbearing, but that it is perhaps more accurate to suggest that the structure of the EU (as it currently exists) allows it to favour certain countries over others. (So, Germany benefits from a strong Euro while Italy might benefit from a cheap Euro; similarly, countries in Eastern Europe might have interests more closely aligned with those of Britain that are presently ignored in favour of those held by Germany and France.)
[Edit: Regarding Britain specifically, it is also the case that it is Britain that has the most opt-outs to EU membership conditions compared to others.)
This is not true, but is probably best exemplified by a comparison with similar structures and governments. But here by "corrupt" your friend might be implicitly stating some kind of anti-establishment or anti-elite sentiment.
and that members of the EU are not beholden to pass laws that are in Britain's best interest.
Again, this isn't necessarily untrue, nor unique to Britain within the EU. But that is the point of the EU: countries sacrifice a certain degree of autonomy in the belief that collective action will benefit them more than acting individually might. (You will gain more commerce if you can make one deal for 300 million people than six deals for 50 million people each.) It is ultimately a question of whether the positives outweigh the negatives.
He also firmly believes that the UK should kick out all immigrants.
At this point you could stress the importance (both economically and culturally) immigrants play within British life, but I imagine that this belief is not unrelated to other concerns. If it has been caused by a feeling of the deterioration of public services then you'd want to highlight how often it is UK government policy that most actively and acutely diminishes them.