[step:Establish the finite product case by constructing Cartesian $\varepsilon$-nets]We first treat the finite product $M = M_1 \times \cdots \times M_N$ equipped with the metric
\begin{align*}
d(x, y) = \sum_{k=1}^N 2^{-k} \min(d_k(x_k, y_k), 1).
\end{align*}
Fix $\varepsilon > 0$. For each $k \in \{1, \ldots, N\}$, the space $(M_k, d_k)$ is totally bounded. Choose $\delta_k > 0$ such that $2^{-k} \min(\delta_k, 1) < \varepsilon / N$ --- for instance, $\delta_k = \varepsilon \cdot 2^k / N$ works when $\varepsilon \cdot 2^k / N < 1$, and any $\delta_k > 0$ works otherwise since $2^{-k} \min(\delta_k, 1) \le 2^{-k} \le 2^{-1} < \varepsilon/N$ when $\varepsilon > N/2$. More precisely, set $\delta_k = \min(\varepsilon \cdot 2^k / N, \, 1)$. By total boundedness of $M_k$, there exists a finite set $F_k \subset M_k$ with $M_k \subset \bigcup_{a \in F_k} B_{d_k}(a, \delta_k)$.
Define $F = F_1 \times F_2 \times \cdots \times F_N \subset M$, which is finite with $|F| = \prod_{k=1}^N |F_k|$. For any $x = (x_1, \ldots, x_N) \in M$, choose $a_k \in F_k$ with $d_k(x_k, a_k) < \delta_k$ for each $k$. Set $a = (a_1, \ldots, a_N) \in F$. Then
\begin{align*}
d(x, a) = \sum_{k=1}^N 2^{-k} \min(d_k(x_k, a_k), 1) < \sum_{k=1}^N 2^{-k} \min(\delta_k, 1) \le \sum_{k=1}^N \frac{\varepsilon}{N} = \varepsilon.
\end{align*}
Therefore $F$ is a finite $\varepsilon$-net for $M$, and the finite product is totally bounded.[/step]