I saw the following statement in some notes without proof, and I have been trying to verify it (using finite open covers and triangle inequalities) without success, so I would like to ask for some suggestions.
Let $X$ be a compact metric space. For a subset $Y$ of $X$ and $\varepsilon>0$, let $N_\varepsilon(Y)=\bigcup_{y\in Y}B_\varepsilon(y)$, where $B_\varepsilon(y)$ denotes the open ball of radius $\varepsilon$ about $y$. Let $A$ and $B$ be closed subsets of $X$. Then for any $\varepsilon>0$, there exists $\delta>0$ such that $N_\delta(A)\cap N_\delta(B)\subseteq N_\varepsilon(A\cap B)$.