/-- **Vitali covering theorem**: given a set `t` of subsets of a type, one may extract a disjoint
subfamily `u` such that the `τ`-enlargment of this family covers all elements of `t`, where `τ > 1`
is any fixed number.

When `t` is a family of balls, the `τ`-enlargment of `ball x r` is `ball x ((1+2τ) r)`. In general,
it is expressed in terms of a function `δ` (think "radius" or "diameter"), positive and bounded on
all elements of `t`. The condition is that every element `a` of `t` should intersect an
element `b` of `u` of size larger than that of `a` up to `τ`, i.e., `δ b ≥ δ a / τ`.

We state the lemma slightly more generally, with an indexed family of sets `B a` for `a ∈ t`, for
wider applicability.
-/
theorem exists_disjoint_subfamily_covering_enlargment (B : ι → Set α) (t : Set ι) (δ : ι → ℝ)
    (τ : ℝ) (hτ : 1 < τ) (δnonneg : ∀ a ∈ t, 0 ≤ δ a) (R : ℝ) (δle : ∀ a ∈ t, δ a ≤ R)
    (hne : ∀ a ∈ t, (B a).Nonempty) :
    ∃ (u : _) (_ : u ⊆ t),
      u.PairwiseDisjoint B ∧ ∀ a ∈ t, ∃ b ∈ u, (B a ∩ B b).Nonempty ∧ δ a ≤ τ * δ b := by
  /- The proof could be formulated as a transfinite induction. First pick an element of `t` with `δ`
  as large as possible (up to a factor of `τ`). Then among the remaining elements not intersecting
  the already chosen one, pick another element with large `δ`. Go on forever (transfinitely) until
  there is nothing left.

  Instead, we give a direct Zorn-based argument. Consider a maximal family `u` of disjoint sets
  with the following property: if an element `a` of `t` intersects some element `b` of `u`, then it
  intersects some `b' ∈ u` with `δ b' ≥ δ a / τ`. Such a maximal family exists by Zorn. If this
  family did not intersect some element `a ∈ t`, then take an element `a' ∈ t` which does not
  intersect any element of `u`, with `δ a'` almost as large as possible. One checks easily
  that `u ∪ {a'}` still has this property, contradicting the maximality. Therefore, `u`
  intersects all elements of `t`, and by definition it satisfies all the desired properties.
  -/
  let T : Set (Set ι) := { u | u ⊆ t ∧ u.PairwiseDisjoint B ∧
    ∀ a ∈ t, ∀ b ∈ u, (B a ∩ B b).Nonempty → ∃ c ∈ u, (B a ∩ B c).Nonempty ∧ δ a ≤ τ * δ c }
  -- By Zorn, choose a maximal family in the good set `T` of disjoint families.
  obtain ⟨u, uT, hu⟩ : ∃ u ∈ T, ∀ v ∈ T, u ⊆ v → v = u := by
    refine' zorn_subset _ fun U UT hU => _
    refine' ⟨⋃₀ U, _, fun s hs => subset_sUnion_of_mem hs⟩
    simp only [Set.sUnion_subset_iff, and_imp, exists_prop, forall_exists_index, mem_sUnion,
      Set.mem_setOf_eq]
    refine'
      ⟨fun u hu => (UT hu).1, (pairwiseDisjoint_sUnion hU.directedOn).2 fun u hu => (UT hu).2.1,
        fun a hat b u uU hbu hab => _⟩
    obtain ⟨c, cu, ac, hc⟩ : ∃ c, c ∈ u ∧ (B a ∩ B c).Nonempty ∧ δ a ≤ τ * δ c :=
      (UT uU).2.2 a hat b hbu hab
    exact ⟨c, ⟨u, uU, cu⟩, ac, hc⟩
  -- The only nontrivial bit is to check that every `a ∈ t` intersects an element `b ∈ u` with
  -- comparatively large `δ b`. Assume this is not the case, then we will contradict the maximality.
  refine' ⟨u, uT.1, uT.2.1, fun a hat => _⟩
  contrapose! hu
  have a_disj : ∀ c ∈ u, Disjoint (B a) (B c) := by
    intro c hc
    by_contra h
    rw [not_disjoint_iff_nonempty_inter] at h
    obtain ⟨d, du, ad, hd⟩ : ∃ d, d ∈ u ∧ (B a ∩ B d).Nonempty ∧ δ a ≤ τ * δ d :=
      uT.2.2 a hat c hc h
    exact lt_irrefl _ ((hu d du ad).trans_le hd)
  -- Let `A` be all the elements of `t` which do not intersect the family `u`. It is nonempty as it
  -- contains `a`. We will pick an element `a'` of `A` with `δ a'` almost as large as possible.
  let A := { a' | a' ∈ t ∧ ∀ c ∈ u, Disjoint (B a') (B c) }
  have Anonempty : A.Nonempty := ⟨a, hat, a_disj⟩
  let m := sSup (δ '' A)
  have bddA : BddAbove (δ '' A) := by
    refine' ⟨R, fun x xA => _⟩
    rcases (mem_image _ _ _).1 xA with ⟨a', ha', rfl⟩
    exact δle a' ha'.1
  obtain ⟨a', a'A, ha'⟩ : ∃ a' ∈ A, m / τ ≤ δ a' := by
    have : 0 ≤ m := (δnonneg a hat).trans (le_csSup bddA (mem_image_of_mem _ ⟨hat, a_disj⟩))
    rcases eq_or_lt_of_le this with (mzero | mpos)
    · refine' ⟨a, ⟨hat, a_disj⟩, _⟩
      simpa only [← mzero, zero_div] using δnonneg a hat
    · have I : m / τ < m := by
        rw [div_lt_iff (zero_lt_one.trans hτ)]
        conv_lhs => rw [← mul_one m]
        exact (mul_lt_mul_left mpos).2 hτ
      rcases exists_lt_of_lt_csSup (nonempty_image_iff.2 Anonempty) I with ⟨x, xA, hx⟩
      rcases (mem_image _ _ _).1 xA with ⟨a', ha', rfl⟩
      exact ⟨a', ha', hx.le⟩
  clear hat hu a_disj a
  have a'_ne_u : a' ∉ u := fun H => (hne _ a'A.1).ne_empty (disjoint_self.1 (a'A.2 _ H))
  -- we claim that `u ∪ {a'}` still belongs to `T`, contradicting the maximality of `u`.
  refine' ⟨insert a' u, ⟨_, _, _⟩, subset_insert _ _, (ne_insert_of_not_mem _ a'_ne_u).symm⟩
  · -- check that `u ∪ {a'}` is made of elements of `t`.
    

Proof state:
case intro.intro.intro.intro.refine'_1
α : Type u_1
ι : Type u_2
B : ι → Set α
t : Set ι
δ : ι → ℝ
τ : ℝ
hτ : 1 < τ
δnonneg : ∀ a ∈ t, 0 ≤ δ a
R : ℝ
δle : ∀ a ∈ t, δ a ≤ R
hne : ∀ a ∈ t, Set.Nonempty (B a)
T : Set (Set ι) :=
  {u |
    u ⊆ t ∧
      PairwiseDisjoint u B ∧
        ∀ a ∈ t, ∀ b ∈ u, Set.Nonempty (B a ∩ B b) → ∃ c ∈ u, Set.Nonempty (B a ∩ B c) ∧ δ a ≤ τ * δ c}
u : Set ι
uT : u ∈ T
A : Set ι := {a' | a' ∈ t ∧ ∀ c ∈ u, Disjoint (B a') (B c)}
Anonempty : Set.Nonempty A
m : ℝ := sSup (δ '' A)
bddA : BddAbove (δ '' A)
a' : ι
a'A : a' ∈ A
ha' : m / τ ≤ δ a'
a'_ne_u : a' ∉ u
⊢ insert a' u ⊆ t

Next tactic:
rw [insert_subset_iff]