I feel like people that do a lot of cold approach know this, and it should be common sense to the rest, but here we go anyways:

Don't ever get offended. Don't ever be nasty or rude because a girl told you to get lost. Don't ever do anything but be polite.

First of all, if you're offended, you have an issue- you're allowing your frame to be compromised by the opinion of a singular woman. That's no good. If she doesn't want you, it's because she has bad taste!

Sometimes, 'Sorry I have a boyfriend' or 'No thanks' is a shit test.

She wants to see if you can take rejection like a class act that's secure in himself, or if you're going to start throwing a tantrum like a toddler.

It's been more than a few times where I've heard the 'Sorry I have a boyfriend', from girls that clearly did not (or did, but are turbo cucks) (And he lets you out of the house dressed like that? And it's 2am and you're all alone?) and I just gave them a big smile and said 'Well, he's a very lucky man!' and turned around and heard a 'Wait, I was just kidding!' .

Beyond that, you don't want women giving a description of you physical appearance/identifying birthmark/whatever followed by 'Total creep and loser' to all their friends- and then it turns out one of her friends is a coworker of yours or something- and they see you on the street a week later and she points out 'that creep'- Uh oh!

Be a class act.