The sessions would end with a simulation of a match situation that leads us to the shoot out.
I would vary 3 scenarios leading to the shootout. i.e.
Firstly a goalless draw,
Then a draw in which we relinquished a lead and finally,
A draw in which we came from behind to tie the match.
In each session I would urge the players to each visualize their entire sequence of movements leading to the moment they take the spot kick.
I would accentuate the feel of the environment by playing stadium noise through the PA, or appointing younger players to simulate crowd noises (both supportive and opposing)
At the end of each kick I would have the players synthesize their emotions in relation to the outcome of their kick (whether they scored or not)
Have them identify the positives from a successful attempt and strive to reproduce it in their mind.
Have them identify the negatives from a missed kick, identify a solution and reproduce the intervention in their mind.
Finally, I would have them journal their entire experience, mental and physical in a training diary.