When in the comfort phase and ready to implement a vulnerability story, try this one... it flows very well (field tested successfully three times).

This is best performed outdoors, preferably on a sidewalk while moving to/from bars/clubs/wherever. Constantly take the lead; without rushing the target, noticably pull her when crossing the street. Here's the key; don't look like an asshole while doing it. Make it funny.

Jump in front of a car (that's stopping in front of a red light or stop sign... and is CLEARLY stopping), hold out your hand police officer style, and instruct your lady to cross. She may even play along giving you a ten second role playing session.

If there is a puddle, subway vent grate, or some other hazard, make a point of carrying the target over it. All of this should be done with a certain amount of bravado and a sly smile.

It shouldn't take long for her to ask what you're doing (and since you're in the comfort phase she should be smiling, genuinely interested, not giving you the (wtf are you doing you creepy, creepy man... if you get that she's not ready for vulnerability stories).

Say that one of the truest stereotypes is that men like to lead, especially women, and when you lead you want to make sure that the lady is taken care of (don't say "you" to the target, "girls," or "women..." use "ladies, it works better with the whole chivalry backdrop). Then tell a story.

PUA: "You know, if men weren't so cocky and ready to lead we'd have a better lot in life."
HB: "What do you mean?"
PUA: "Well, one day god had all the world's men and women in a room. He said, 'I have two attributes left to give each of you, sons of Adam and daughters of Eve. Who would like the ability to urinate while standing, making life's many long treks a little more bearable?' Naturally, the men jumped up, all agreeing that being able to take a piss while standing was a great idea. Then god said, 'Then it's settled, the daughters of Eve shall receive the gift of multiple orgasms.'"

Assuming your body language, vocal tone, and timing was right, she should laugh. Follow it up with this.

PUA: "Seriously, though, being a guy is SO much better that being a girl. We can piss standing up, we don't bleed once a month, we get to be President... (insert/modify your own list, it's pretty easy to go on for awhile... I'd stick to like five simple reasons).
HB: "Oh come on, women get [whatever whatever], that's not bad, right?"
PUA: "Hell, we don't have to give birth... we just get to make the baby!" [The HB will probably laugh again, maybe hit you playfully. Here is where you go full into the vulnerability.] "You know what though, to be perfectly honest, I would love to experience pregnancy for a week or so. It must be amazing feeling another human being growing inside of you, moving around, punching and kicking lightly. I'm really curious as to what that is like psychologically and emotionally... especially after the child is born, knowing that he or she was once inside of you. Hmm, I'm even a little bit jealous!"

The target will take it from there, and the conversation easily flows to family, future plans for children, stuff like that, though it's also easy to veer it in a completely different direction.

Warning: Do NOT use this on a woman who has been pregnant... she will go into a two hour spiel about pregnancy and how it's wonderful and awful at the same time.

However, using it on a target who has not been pregnant works wonders... and also gets them thinking about procreation

Best of luck, and good sarging
~Grayson