There are two trains of thought when it comes to PUA training and your position is the most dominant one in this forum as promoted by moderators like Pumpington and forum posters like Ryan 'Sasha' Oceros and The Jackal.
The other train of thought is to aim small, get used to small successes, and build from there. However, this is the minority position taken by a few forum posters.
Professionally, as part of my marketing and sales job role, I've done both-- the cold calls approach and the hot leads approach.
In the cold call approach, what I do is go to a subdivision housing project and knock on all doors to get a sale. By my 50th door, I was sweating like a pig and my shoes felt so hot from the searing pavement. I got rejection after rejection. At the end of the day (and still no sale) I really felt down and out and wondered: "Does this fucking thing even work?" But of course, since the cold call approach was company wisdom that the sales trainers promoted aggressively, I just went ahead plowed door after door.
In the hot leads approach, I got a certain say on how to get things done. I prepared brochures and pamphlets, mailed this to a hundred potential clients and when we got a hot lead (a positive response), we prepared the van with full presentation equipment and what have you and hit the road towards the client. But before presenting to the the hot lead we presented first to 3-5 other prospects via cold calls to get some practice before the finale. I didn't sweat like a pig in this approach and was very laid back and confident during presentations both for the practice sets and the final hot lead presentation.
I got my first sale via the hot leads approach and the following sales I've got, we leveraged on the massive social proof we got from positive testimonials and good feedback.
In pick up, I've done both.
Why?
I know the value of the cold calls approach. The cold calls approach will teach you what doesn't work and kick your butt to be more attentive to the body language people make that signal the sale or the f-close. You get sharper; rejection after rejection. The only downside is that you get used to rejection too much, you just go through the motions of approaching like a zombie.
Of course, the more efficient one is the hot leads approach. However, it is difficult to succeed in the hot leads approach if you haven't learned to be sharp enough to read people's body language and calibrate and escalate accordingly to the situation at hand. In simple terms, you don't have the killer instinct if you haven't paid your dues and done the cold call approach.
In the hot leads approach, you are training yourself to get used to success step by step. People have a tendency to sabotage themselves when they are used to failure after failure; hence, there's a mission critical need to train yourself too to get used to success.
My point? After your 100th cold call approach, level up and try something more efficient.

_________________
Approach. Open. Escalate. Isolate
Here are my two essential rules on texting that will save you tons of time and money:
general-questions/topic137931.html