One of the most interesting and useful things that I noticed in my experience with exercises similar to rejection therapy were the frequency and variety of times that people responded in ways that I didn't expect.
You mention feeling guilty for inconveniencing someone. What I noticed was that frequently I would be wrong about what people consider an inconvenience. Sometimes I would go up to someone and ask for something that I thought that at worst they'll hate and at best they'll be ambivalent about and I was completely surprised when that person was excited or interested in my suggestion. This really does happen and at first it is shocking. I think it's actually had a pretty dramatic effect on how I look at and think about the world. This effect was not limited to strangers. This happened (possibly even more) with people I knew or were my friends.
I think one of the motivations for this exercise is to uncover these hidden win-win encounters. I was very surprised by how large the mismatch can be between what I expect the outcome to be and what it actually is.
I want to stress that I think it is important to ask for things that you are actually interested in. There are two reasons for this. Firstly, as described above, I was surprised by how often the answer was 'yes'. If I didn't ask for things I actually wanted then I just ended up inconveniencing and annoying myself. Secondly, the risk involved with asking for something that I actually wanted added immensely to the experience as an opportunity for personal growth.
I ended up learning that my picture of the world was just wrong and that I was missing a lot of opportunities that would be good for me and the people around me just because I was scared no one would care. Sometimes the best way to find out what people thought was to ask them.