There is a distinction between cockiness and true confidence and it rests on the latter's knowledge the she has done everything possible to improve herself as a tennis player. A cocky player is often full of bravado that masks phobias and lack of confidence. A confident player does not need to shift attention away from her insecurities because she knows that she has practice for every situation imaginable. By having practiced under every condition, she can often identify the key points and adjust her game accordingly. In this regard, I would suggest playing practice games as follows:

a. Set where the server starts down 0-30 in every game. This is a normal set, but when you think how easy it is to get down 0-30 (e.g., a double fault and a good/lucky shot by the opponent), it is surprising that more players do not practice being in these situations and learning to win. Another variation would be for the server to start at 15-40. For advanced players, I recommend that the returner runs a sprint before his return game (e.g., a ten-ball). This will teach the player how to regulate his adrenaline and channel the energy towards winning the next critical points. 

b. Set where the server gets one serve. This is a variation on the 30-point game. To spice things up, I suggest adding a component where the returner has to do kangaroo jumps (or other form of physical exercise) for (i) every return missed or (ii), for advanced players, every return that lands inside the service line. 

c. Set where the server has to serve-and-volley on the first serve and the returner has to come in (chip/topspin-and-charge) on the second.

d. Set where the server has to win 6 points (rather than 2) in order to improve stamina. 

e. Set where the players start off at 30-30 every game. This is a great game for emphasizing the first 2 points of every game (since, in this instance, if you lose the first 2 points, you lose the game). 

f. Set where, except for the return, the players MUST use their slice backhand when the ball comes to their backhand. 

By placing yourself in these situations over and over again, you will be in a better position to (i) identify the situation when it surfaces during the match, (ii) identify the critical obstacles, (iii) determine what you have to do in order to pull yourself out of the situation, and (iv) figure out how to win the point. Lastly, these points are a great way to shift the focus away from winning or losing (particularly if you have only 1-2 practice partners) to actually improving as a player.