By rule I never approach celebrities unless we're at a place where people are expected to & open to be social.
I was at the Super Bowl and I spoke to a bunch of athletes, celebrities and entertainers at Radio Row or at parties or clubs and every single one of them were cool but stopping someone at a gas station, a restaurant, walking down the street is just flat out weird. There's literally NO ONE, celebrity or not who wants to be bothered at these places. I look at it the same way for approaching women. If women don't want to be cat called in public places by men who want to date them why would you essentially do the same to a celebrity?