I know a famous concert pianist, who in my opinion plays a certain Beethoven sonata better than ANYONE I've ever heard (yes, I've heard many ...) So in my eyes he is the world champion. I asked him if he could give me a lesson on this sonata.
He invited me to a master class "for adult amateurs" he is planning to have this fall. (But oh, I know these plans sometimes change

)
So I guess that was a "yes".

I am a crappy pianist but we are friends, so I was not afraid of asking - after all, these guys are just people like the rest of us, many of them struggle to make ends meet and they are happy for any chance to get an extra income, and your money is just as good as anyone else's. And if they say "no, sorry, I don't think I will have time for this in my schedule", then you should not take it personal. They probably just mean exactly what they said, that they don't have the time.
On the other hand: the typical situation when you talk to an artist right after their performance, or during a signing session with lots of other people around, is the worst time. They are tired and stressed.
And, finally - put yourself in their situation: a total stranger approaches you and says something like "hey, I think you are the best - can you give me a lesson?" How would you react? Maybe this stranger is a terribly bad piano player and expect you to do the impossible and make him the next Claudio Arrau in one hour, and when you fail he will get nasty ... threaten you or starting to spread a rumour about you as "revenge". He can even be a crazy stalker. Everybody knows the stories about this.
So ... I would take contact via e-mail channels, and I would try to get references from teachers etcetera if we were not introduced to each other before, and I would not take a rejection personal.
And finally ... about that amateur master class ... I happily said "of course! Wow!" and then I went away, sooo happy. And then it just struck me: what did I just do? What did I just say?

Good Lord ...