Might want to try and take the pressure off a bit. Don't start out asking for an appointment or an invite in. That's a lot of pressure with the fear of rejection. Just knock and introduce yourself. ...clip...
Point being if you start out without asking for anything it wouldn't be as scary and you will get comfortable very quickly and can them expand on your pitch.
I have done a little bit of cold knocking for final expense. I end up using this approach more than not. Hi, I'm in the area today introducing myself and helping folks with there final expense plans. I haven't hit enough doors to make a difference, but if they show the least bit of interest I go for it and ask to come in. I've gotten a few leads from it, but again I haven't knocked any large number of doors.
Good luck, let us know how it goes next time.
Jim