I don't know - how do you deal with the inner game issues if you are afraid of approaching, and how do you get into the frame of mind to make an approach if you are not in the 'zone'? How do you push yourself to do it if by the forces of inertia, you just don't want to, but know deep down inside that it would probably make you happier?
I've heard this line "I've just got to approach you, because if I didn't, I'd regret it for the rest of the day" being suggested as an opener because it's honest natural game. Or, extend this line to a couple or more "I just had to come here because I'd regret it for the rest of the day if I let this opportunity pass without doing something about it". That sounds like a natural game because you really will regret it if you don't approach, and they say regret is worst than rejection. Rejection is like medicine, you get a shot, and you feel better afterwards because you know you can handle it and it's not a big deal. You continue approaching again like you don't care or think rejection is a big deal - then that's confidence in itself when you don't let rejection issues bother you. But regret, you just feel that you missed out on something, a potential FB, gf, or whatever, and you get more lazy while thinking what 'could have been'.
The reason this thread is written is because the OP is feeling regret for not approaching which is a long-term lingering feeling. Rejection in contrast is quick, like a few minutes in duration, and you can easily diffuse it by approaching other women in the environs right away, but you feel deep down inside that you had the guts to do it, and at least feel like a man that pursues what he wants, even if it doesn't go his way.