theorem sublattice_closure_eq_top (L : Set C(X, ℝ)) (nA : L.Nonempty)
    (inf_mem : ∀ᵉ (f ∈ L) (g ∈ L), f ⊓ g ∈ L)
    (sup_mem : ∀ᵉ (f ∈ L) (g ∈ L), f ⊔ g ∈ L) (sep : L.SeparatesPointsStrongly) :
    closure L = ⊤ := by
  -- We start by boiling down to a statement about close approximation.
  apply eq_top_iff.mpr
  rintro f -
  refine'
    Filter.Frequently.mem_closure
      ((Filter.HasBasis.frequently_iff Metric.nhds_basis_ball).mpr fun ε pos => _)
  simp only [exists_prop, Metric.mem_ball]
  -- It will be helpful to assume `X` is nonempty later,
  -- so we get that out of the way here.
  by_cases nX : Nonempty X
  swap
  exact ⟨nA.some, (dist_lt_iff pos).mpr fun x => False.elim (nX ⟨x⟩), nA.choose_spec⟩
  /-
    The strategy now is to pick a family of continuous functions `g x y` in `A`
    with the property that `g x y x = f x` and `g x y y = f y`
    (this is immediate from `h : SeparatesPointsStrongly`)
    then use continuity to see that `g x y` is close to `f` near both `x` and `y`,
    and finally using compactness to produce the desired function `h`
    as a maximum over finitely many `x` of a minimum over finitely many `y` of the `g x y`.
    -/
  dsimp only [Set.SeparatesPointsStrongly] at sep
  choose g hg w₁ w₂ using sep f
  -- For each `x y`, we define `U x y` to be `{z | f z - ε < g x y z}`,
  -- and observe this is a neighbourhood of `y`.
  let U : X → X → Set X := fun x y => {z | f z - ε < g x y z}
  have U_nhd_y : ∀ x y, U x y ∈ 𝓝 y := by
    intro x y
    refine' IsOpen.mem_nhds _ _
    · apply isOpen_lt <;> continuity
    · rw [Set.mem_setOf_eq, w₂]
      exact sub_lt_self _ pos
  -- Fixing `x` for a moment, we have a family of functions `fun y ↦ g x y`
  -- which on different patches (the `U x y`) are greater than `f z - ε`.
  -- Taking the supremum of these functions
  -- indexed by a finite collection of patches which cover `X`
  -- will give us an element of `A` that is globally greater than `f z - ε`
  -- and still equal to `f x` at `x`.
  -- Since `X` is compact, for every `x` there is some finset `ys t`
  -- so the union of the `U x y` for `y ∈ ys x` still covers everything.
  let ys : ∀ _, Finset X := fun x => (CompactSpace.elim_nhds_subcover (U x) (U_nhd_y x)).choose
  let ys_w : ∀ x, ⋃ y ∈ ys x, U x y = ⊤ := fun x =>
    (CompactSpace.elim_nhds_subcover (U x) (U_nhd_y x)).choose_spec
  have ys_nonempty : ∀ x, (ys x).Nonempty := fun x =>
    Set.nonempty_of_union_eq_top_of_nonempty _ _ nX (ys_w x)
  -- Thus for each `x` we have the desired `h x : A` so `f z - ε < h x z` everywhere
  -- and `h x x = f x`.
  let h : ∀ _, L := fun x =>
    ⟨(ys x).sup' (ys_nonempty x) fun y => (g x y : C(X, ℝ)),
      Finset.sup'_mem _ sup_mem _ _ _ fun y _ => hg x y⟩
  have lt_h : ∀ x z, f z - ε < (h x : X → ℝ) z := by
    intro x z
    obtain ⟨y, ym, zm⟩ := Set.exists_set_mem_of_union_eq_top _ _ (ys_w x) z
    dsimp
    simp only [Subtype.coe_mk, sup'_coe, Finset.sup'_apply, Finset.lt_sup'_iff]
    exact ⟨y, ym, zm⟩
  have h_eq : ∀ x, (h x : X → ℝ) x = f x := by intro x; simp [w₁]
  -- For each `x`, we define `W x` to be `{z | h x z < f z + ε}`,
  let W : ∀ _, Set X := fun x => {z | (h x : X → ℝ) z < f z + ε}
  -- This is still a neighbourhood of `x`.
  have W_nhd : ∀ x, W x ∈ 𝓝 x := by
    intro x
    refine' IsOpen.mem_nhds _ _
    · -- Porting note: mathlib3 `continuity` found `continuous_set_coe`
      apply isOpen_lt (continuous_set_coe _ _)
      continuity
    · 

Proof state:
case refine'_2
X : Type u_1
inst✝¹ : TopologicalSpace X
inst✝ : CompactSpace X
L : Set C(X, ℝ)
nA : Set.Nonempty L
inf_mem : ∀ f ∈ L, ∀ g ∈ L, f ⊓ g ∈ L
sup_mem : ∀ f ∈ L, ∀ g ∈ L, f ⊔ g ∈ L
sep : ∀ (v : X → ℝ) (x y : X), ∃ f ∈ L, f x = v x ∧ f y = v y
f : C(X, ℝ)
ε : ℝ
pos : 0 < ε
nX : Nonempty X
g : X → X → C(X, ℝ)
hg : ∀ (x y : X), g x y ∈ L
w₁ : ∀ (x y : X), (g x y) x = f x
w₂ : ∀ (x y : X), (g x y) y = f y
U : X → X → Set X := fun x y => {z | f z - ε < (g x y) z}
U_nhd_y : ∀ (x y : X), U x y ∈ 𝓝 y
ys : X → Finset X := fun x => Exists.choose (_ : ∃ t, ⋃ x_1 ∈ t, U x x_1 = ⊤)
ys_w : ∀ (x : X), ⋃ y ∈ ys x, U x y = ⊤ :=
  fun x => Exists.choose_spec (CompactSpace.elim_nhds_subcover (U x) (U_nhd_y x))
ys_nonempty : ∀ (x : X), Finset.Nonempty (ys x)
h : X → ↑L :=
  fun x =>
    { val := Finset.sup' (ys x) (_ : Finset.Nonempty (ys x)) fun y => g x y,
      property := (_ : (Finset.sup' (ys x) (_ : Finset.Nonempty (ys x)) fun y => g x y) ∈ L) }
lt_h : ∀ (x z : X), f z - ε < ↑(h x) z
h_eq : ∀ (x : X), ↑(h x) x = f x
W : X → Set X := fun x => {z | ↑(h x) z < f z + ε}
x : X
⊢ x ∈ W x

Next tactic:
dsimp only [Set.mem_setOf_eq]