I guess the number one thing that convinced me that Hickey shot JFK was the way he acted when confronted by Bonar Menninger. Hickey could have easily said “you are mistaken, I did not shoot anyone”. But no, it went to court with the Secret Service backing him. Just like when Oswald said “I’m just a patsy”, that tells it all.
That is the number one thing but there is lots more evidence; eye witnesses seeing Hickey with the gun, people smelling smoke in the motorcade, etc.