In my reading of The Unwritten Rules of Social Relationships, Temple Grandin and Sean Barron talk about not being afraid to try and make mistakes in the area of social skills.
Temple says that her Mom encouraged her to build confidence by trying out new things, such as purchasing wood from the lumberyard, which entailed her interacting with a clerk. Sean talks about how he became a Big Brother, and he was initially socially awkward around his Little Brother because he feared making a social mistake. But he eventually loosened up, and the two of them became friends.
Up to this point, I've thought that Temple and Sean were saying that we should throw people with Asperger's into social situations and expect them to swim. I've wondered: What if they instead fall flat on their face (as I have)? But Temple appears to be sensitive to that concern, for she states that parents may be wrong to pressure their kids into highly social situations before they are ready.
Temple realizes that one becomes better at socializing by actually socializing, rather than (to use an example that she cites) being locked in one's room reading magazines and hoping to learn social skills that way. But she also recognizes that many Aspergians have been bruised by social situations, with the result that they may lack self-esteem or not even want to try anymore. What should they then do? I'd say that they may need a social script, or that they should find a supportive person with whom they can talk after a bad social experience. Books on social skills or small talk may help for the first. A therapist, family, or friends may help for the second.
One more point: I often beat myself up when I try and fail. But perhaps I should start congratulating myself for even trying. As someone told me, my victories are my own. Sure, they may not be up to the standard of other people, but they're still my victories.