I was introduced to this idea a couple of months ago. I figured I'd give it a try and see how it went. I was working at the same place most nights (a place with eight floors that runs leagues year-round). In other words, I had a controlled environment in which to experiment.
I noticed that games in which I approached the coaches this way usually went better. They get a lot of younger HS officials there, and officials without adequate training. The atmosphere is a lot less formal, so you rarely have captains' meetings or meet the coaches, even for HS teams.
I think it surprised these coaches to hear that I would be willing to talk to them. At the very least, I rarely had a coach get on me about a call. My partner, on the other hand, would often catch crap for calls from the very same coaches. Perhaps I need to start taking my partners over there with me when I introduce myself.
The jury is still out for me in high school games. There I do it in the captains/coaches meeting. The only "bad" experience I've had with it is that I had some "familiarity" issues with one coach that I had had three times in three weeks. And I think I was trying too hard to be obliging in that case. I'm going to keep doing it in HS games and see how it goes.