Remember that you must update the values in the sheet if you want to continue the numbering series with the next batch of tickets. For instance, if you want your next batch of tickets to start with 112, you'd open the workbook and change the value 100 to 112, and update the remaining values accordingly. Don't forget to save the workbook after updating the values.
Thanks very much for your prompt reply, which reassured me that I was on the right path. From having read various Help topics, I suspected that I'd have to use an Excel data source for the numbers. Fortunately, my knowledge of Excel was good enough to know about the drag and drop facility to create automatic sequential numbering, so the data source creation was easy. In the end, it was the mail merge (no surprises?) which proved a tad tricky, but I got there in the end. I've used MM many times and quite happily in Word documents, but for Publisher label format, it was of course a bit different. The important bit that I had to discover for myself was the significance of, after getting to the Print stage, going into Print options, to Publication & Paper Settings, and selecting Multiple Pages per Sheet (& in my case, also "Single-sided" cos my default of duplex printing had come up). But TA-DA!  All is fine now. Thanks very much again.
The sizes of our customers' monitors vary, but the sizes of our tickets have been standardized! The description on the template page will tell you the size of your completed, cut ticket. The image that you see while you are filling out the text fields for your tickets might not even be to scale. Your proof will be scaled to your computer screen, but the size may change if it's saved and opened with another program. In other words, what you see on the screen is merely an image. The actual dimensions of your tickets are those written in the description, and they don't change.

i’ve had to do tons of this lately and found that for the amounts of tickets being done (e.g. 7000 x 10 tickets + cover & mailer) that chuckT’s solution almost 2 years ago is similar to what i use. would be interested to know if others doing similar VDP are using a wholly indesign/excel solution, or if specific VDP software such as XMPie are being used.

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The next step is to create the simple Excel workbook that contains the ticket numbers. Open a blank Excel sheet. Using Figure B as a guide, create the ticket numbering sheet and save it, making sure to note the new workbook's name and location. As we discussed earlier, the Excel workbook stores the ticket numbers. In this example, we'll create 11 tickets numbered 100 through 110. You'll need to update the ticket values for each merge.