Topunicyclist,
Not sure how others do this (in fact, I'd be interested to hear) - but when I did my IMC training, we didn't need ATC to practice a VOR/DME approach. In fact, we didn't even need an airfield!
Just find an en-route VOR/DME, add 1000' to all the altitudes on your approach plate (or more, depending on the local terrain), and use the en-route navaids as if they were the ones on the airfield that you're pretending to approach. Worked for me

but I don't know if all instructors do this. Certainly saved me a fortune on approach fees!
(Definitely worth doing at least one approach to a real airfield, though - if you have a fairly high MDA, as an IMC-holder will do, then you fly all the way to the MAPt before removing the foggles, you'll find yourself a lot higher than you want to be, which was a bit of a shock to me the first time I saw it!)
FFF
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