Your approach leaves you short-sided behind a bunker with little green to work with. Time for a flop! But that's a short-game shot most weekend golfers try to avoid.
If you struggle with it, you're likely closing the clubface through impact. To lob the ball high and tight, it's necessary to maximize loft—and to do that, you need to keep the clubface open from start to finish.
To begin, open your stance and play the ball ahead of center, with the butt of the shaft pointing at your zipper and your feet slightly farther apart than usual. Lay the clubface open, take your normal grip and make your typical pitch swing, with your weight centered and the club pointing to the sky.
Imagine that the face is a mirror in which you can see your reflection throughout the swing. The higher and shorter you want to fly the ball, the more you should widen your stance and speed up your swing.
With a little practice, you'll have this show-off shot down pat!