Am I really lying to myself or that's an AFC move?
Like others said, bravo to you for at least going for it. What I find really odd though, is that you find it easier to put the "cart before the horse". Most guys are ok with rapport phase in a situation like this, since it's someone you are going to be talking with anyway. The average guy, however, would find the actual asking for the date part to be much harder.
You had no problem just asking for the date, which took a lot of guts. If you can do this, I don't think you're as socially awkward as you think you are, and you're in better shape in terms of progress than you are aware.
I have mixed feelings on the bank thing. In some ways, it's a perfect way to build rapport... someone you see often, and have multiple (even if brief) contacts with (which will solidify her thinking that she "knows" you better than she actually does). Many of the tellers I see are very friendly with their customers and obviously know them from repeat business, so this is a workable situation, IMO.
The only changes I would honestly make-
1) Get to know her a little more through small talk over a few visits. Easier said than done, cause you don't know which teller you're going to get. But even after one or two exchanges with her, there would be nothing wrong with you smiling or saying hi the next time you're there, even if she isn't waiting on you. Her rebuff of you may have been out of panic or awkwardness than disinterest.
2) When the proper time came to ask her out, I would have not suggested the lunch thing, but that's just me. Too structured, too little time if things go well, and potentially awkward for her, since her co-workers will probably know you're going with her when you walk out the door together.
3) This is the one I feel most strongly about-and to me, was AFC. Stand your ground- you retreated when she didn't give you the response you were looking for, and said you were "joking". You aren't fooling us, yourself, and you certainly are not fooling her. She knows you weren't kidding, and it shows a lack of confidence to immediately "duck and run." Which I find odd, because you showed so much confidence in asking her out in the first place.
For all you know, maybe she would have went home that night and thought "Ya know, I never really paid attention to him before, but he is kinda cute, I just panicked. Hopefully I get the chance to talk to him again." But when you tack that "just kidding" thing on the end, it was probably a turn off and leaves a question mark over your intentions.
Just my 2 cents.