I'd never approached a group of girls in my life, and I was terrified. I remember watching pickup videos on youtube and thinking there's no way I could ever approach a group of girls like that.
I tried saying hello to random women as per the newbie mission, but it didn't seem to work. (Every single one of them just looked at me like I was weird.)
The Method:
So I broke the problem down to its 2 main components: There's the actual physical approach (going up to the target), and then there's the opener.
It seemed that putting both of these together was doubling the "fear". So I gave myself an assignment:
I would go to a club, find a group of girls sitting down somewhere, and then go sit next to them, or sit at their table.
For the purpose of the exercise, the rest doesn't matter! Just go and sit down. I found that playing with my phone (e.g. pretending to text) helped me avoid feeling awkward.
The Results:
I went out and tried this for the last 2 nights.
I found that nobody really gives a damn if you sit next to them. I was anticipating some sort of "who the hell are you" or "why are you sitting here", but for the most part, they just threw me a glance and then continued doing whatever they were doing.
One group of girls opened to me after I sat down at their table. I was just pressing buttons on my phone, and one of them asked to see my necklace and asked if she could have it, while another grabbed my sunglasses. (Peacocking win! And yes I got all my stuff back!

)
I also found that once I was sitting next to a girl, it was very easy to start talking to her. Granted, they mostly ignored me, and I kept running out of interesting things to say but that's a different problem altogether. (I expect that sitting down next to them without a word isn't the best way to approach, but that's not the point of the exercise.)
It's also much easier to apply the 3-second rule using this exercise: A couple times I found myself walking by a group of girls, noticed a seat, and sat down without hesitation. I didn't have to think about whether the girls are pretty or not, what to say to them, which one to talk to, etc. I just sat down.
After doing this for a while, I found that I really wasn't that afraid of approaching girls any more, after which I did some more straightforward approaches. Granted, I failed at those too, but it was the first time I'd ever been able to approach a girl at a club with an opener.
Conclusion:
I just wanted to share this with you guys. If you try it, good luck, and let me know if it works for you too!