When they say their BF is at the club I leave set immediately.
- Why? If it's a respect thing, not wanting to steal them away from another guy, that's fine and I can dig that. But if you're backing because you think you a BF means you have no chance, there's no need. You can find some great NLP boyfriend buster routines if that's your style, but really you should be fine running your normal gain.
- Fun fact: When you meet a girl with a BF, you have a better chance of laying her that night then you have of getting a returned phonecall.
As far as your other set, I'm not clear enough on specifics to say if you were too needy, but I wouldn't worry as much as you are about the "Nice guy" routine. She gave you her number, and she said you should make a night of it. Those aren't turn you down words, if she wasn't interested there would've been no need. Take the "nice guy" thing as a compliment. The most likely explanation from an outside standpoint is that she was qualifying her attraction to you, which is a good thing.
As for approaching them to much... Yeah I can see that hurting. I wouldn't advise jumping in and out
too much. Leaving to let them miss you for a while is fine, but too many returns and they're confident you'll keep coming back. If you feel the need to leave the set but still want to finish with them, maybe giving them a reason to come find you would work? I haven't tried this, but seems worth exploring.
Example: I actually like your move turning down the smoke, though I'm not sure you did it for the right reason.

Letting them leave without you because you have more important things to do sends a good message. Maybe you could've done a "sorry, I have to get back to my friends, but maybe if you come find me later I'll be willing to give you another dance." You're wanted elsewhere so you get some social proof, and you're now framing the next meeting as
them wanting something from
you instead of the other way around.