Not specifically the "rejection therapy" the article talks about, but I've done similar things - such as spending a few solid days cold-calling local businesses

Not specifically the "rejection therapy" the article talks about, but I've done similar things - such as spending a few solid days cold-calling local businesses and asking them to sponsor a film. Conditioning works. It works in martial arts - Krav Maga and MMA both have variants on the "stand there and get hit" drill, and it does indeed teach you to be less afraid of being hit. It works in the PUA world, and generally in becoming better at talking to the opposite sex. And it works in rejection therapy. Do something that's likely to get you rejected a lot, do it for a fair while, and you'll come out of it less afraid of doing things that might result in a rejection.