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One of my sticking points in day game are girls who seem really into me i.e. plenty of IOIs, smiling, asking questions, laughing, interested in what I am doing etc. and generally having a good time but who refuse to give me their numbers or come on an insta date.
Is the best strategy for this to take a step back and work on building more attraction i.e. teasing, cold reading, DHV stories etc. and try again and again, keep ploughing till you break through?
Not enough details. What do you think are IOI's from these girls? How long is the interactions lasting? How are you trying to get the number/insta date?
There could be many things wrong if you're not even getting them past this point.
None of those things really build attraction unless you do them right. Teasing is fine at this point, but DHV stories are probably more effective a little further down the line of the seduction and they have to be legit.
At this moment of time you want to be focusing more on a strong approach, good vibe, eye contact, vocal tone, quick wit, qualification and flirting. Then go for the insta-date or number exchange when you feel the moment is right. Timing is important.