I had and still have approach anxiety. Here are a few warm up things that work for me: 1. Starting night with something light. “Do you want help in taking a picture? “. “What do you think of my hair style?”. 2. Exposure therapy: this is psychologically proven to work. I imagine approaching the prettiest girl around. 3. Do approaches that are sure to burn — like yesterday I approached a woman who was in a hurry. She was not going to stop. But this helps me warm up even more. 4. Talk to bouncer — when he asks for id or not ask for id.