The choice of setting matters a great deal, and a bar is comparatively difficult. As an introvert who had a similar issue starting conversations myself (though I think to a lesser degree), I've found a setting which is much easier: dances, specifically Contra dance but probably any style which has a norm of changing partner after each dance. In that setting, you're repeatedly forced to initiate conversations with women, on a hard deadline, or else you'll have to sit out; but those conversations are short, follow extremely predictable paths, and have no bad outcomes (rejections normally come from a standard list of status-neutral answers). There will typically also be breaks and an afterparty for longer conversations, but if your goal is just to get over difficulty in approaching people and initiating conversations, those are optional.