I go solo when I want to meet women. Normally I'll build some rapport with some guys at the club or bars and start making small talks with strangers, smiling, etc. pretending to be having a lot of fun doing it. (It is kind of fun to have some male-bonding with strangers at the club, especially after all of us get a drink or two).
That makes me feel more comfortable with the environment. That's the time when I get the courage to start dancing up to girls and talking to them. It's still tough.
By the way, you win some and you lose some. I was able to grind with 4 girls the other night at a bar, going all by myself. I was able to grind with 2 girls (who were in a group) at a club. In both instances, though, I also got rejected by a few other girls. You just have to keep it going.
If they ask me if/why I'm by myself (no girls have ask me that so far, though a guy has--to that guy I just say yeah I'm by myself). If a girl asks me that question, I'd just say that my friends are out of town (which is true), or we got lost in the chaos of the club/bar...