I workout about 3 times a week at a gym near my house, and there is this HB9 who is there every weekend, and I have no idea how i should approach her (I'm fine with opening at bars and at coffee shops, but I have no idea how to open in the gym). Can anyone suggest me a good opener?

Some ideas:
-You can be quite direct (smth~ like: Ok, that's now like the 10th time we met here. It would be a good time to introduce yourself to me (funny/accusing look).
-"Can you please stop looking in my ass (angry look)" (this one takes balls, I wouldn't dare to use it in a gym, but if you do...)
-"You can't look me that many times without saying smth" (this is only useful if she is looked at you, otherwise it is kinda random.)
-You can also be totally indirect and ask her smth about fitnes/exercise she is doing, but it's not fun and it can be obvious if you don't do it good.

I would use the first one, english is not my first language, so you should probably change it a little to make it sound better. I really like accusing girls for not introducing to me. I also don't know what kind of personality are you so it might not be your style... also note that if she never noticed you then it is not really a way to go.

When you have no idea how to open, there is also an option to just tell her that you want to meet her (because she looks fun/interesting or whatever it is). You are just honest, fun and trying to meet her without hitting on her 100%.

Ask her for help maybe,but keep it very casual...don;t compliment,maybe laugh at her for being week,something to start her talking