Let $f:[-\pi, \pi] \rightarrow \mathbb{C}$ be a Riemann-integrable function that is continuous at zero.
Since $f$ is continuous at $0$, we can choose $0 \lt \delta \leq \pi/2$, so that $f(\theta) \gt f(0)/2$ whenever $|\theta| \lt \delta$.
I'm not seeing how they got that from continuity.