I would suggest either using an opinion opener that hooks that has got something to do with gym, women and guys

I've never done that.
My experience from gym and so does my friends is working girls on slow-track. Meaning to tease them while they work out. Saying they will be the perfect body guards, only need to work bit more the abs
Teasing about the weight they are lifting.
and so on..
the more you tease her and greet her the more familiar you will be. it's ok only to greet her with "hey" and continue to rest of the work out.
NOTE - it's far more effective when you have social proof in the gym. meaning, become the social guy. talk with most people and the trainers. when you get inside the gym people should be happy to see you and greet you.
s-man,
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