In "Models" Mark talks about how opening up and being vulnerable is very attractive. But how do you get to the point where you start being vulnerable?

You can't just open with "Hi I'm Bill and insert vulnerability". First you need to have good opening technique (and not just a "firm handshake"), get her interested so she will not cut you off with "I am in a rush/BF/not interested etc" and THEN you can maybe start with some real shit. Even then I find there needs to be some warmup conversation (not small talk) before getting real and that can take a few minutes in which you can strike out in a million of ways Mark does not bother mentioning.