It might not seem like it but this exercise is meant to be easy. Even trivial. Just do it by definitions.
To prove $\pi = \sup A$ we must prove two things i) $\pi$ is an upper bound of $A$. and ii) if $b < \pi$ then $b$ is not an upper bound of $A$.
Pf of i) For all $a \in A$ then $a < \pi$ so $\pi$ is an upper bound of $A$.
Pf of ii) between any two real numbers $x,y$ so that $x < y$ the is a rational number $q$ so that $x < q < y$. This is because $\mathbb Q$ is dense in $\mathbb R$.
So if $b < \pi$ there is a $q$ so that $b < q < \pi$. So $q < \pi$ so $q \in A$. So $b$ is not an upper bound of $A$.
So $\pi$ is the least upper bound of $A$ and $\pi = \sup A$.
.....
that's all the is to it.
Okay, sometime you must prove that between any to real numbers there is a rational. But presumably you have already proven that.
Lemma 1: If $M > 0$ there is a natural number $n$ so that $n > M$.
If not $\mathbb N$ is bounded above so $\sup \mathbb N$ exist. Thus $\sup \mathbb N-1$ is not an upper bound of $\mathbb N$ so there is a natural number, $m$, so that $\sup \mathbb N - 1 < m$. But $m \le \sup \mathbb N$. So $\sup\mathbb N-1 < m \le \mathbb N$. So $\sup \mathbb N < m + 1 \in \mathbb N$ which is a contradiction.
Cor: If $\epsilon > 0$ the is a $n$ so that $\frac 1n < \epsilon$.
Pf: Let $n > \frac 1\epsilon > 0$. Then $0 < \frac 1n < \epsilon$.
Lemma 2: If $x < y$ then there exists a rational $q$ so that $x < q < y$.
Pf: Let $n$ be a natural number so that $0 \frac 1n < y-x$. Let $A = \{\frac mn| m\in \mathbb Z; \frac mn \le x\}$. $A$ is bounded above by $x$. $A$ is not empty because... if $x \ge 0$ then $-\frac 1n \in A$. If $x < 0$ then there is an $m > n|x|$ and $-\frac mn < x$. So $\sup A - \frac 1{2n}$ is not an upper bound of $A$ so there is an $m$ so that $\sup A - \frac 1{2n} < \frac mn \le \sup A \le x < x + \frac 1n < y$. So $\frac {m+1}n\not \in A$ and $x < \frac {m+1}n \le x + \frac 1n < y$.