[guided]The only obstruction in the previous step was that weak convergence of measures gives direct convergence of ball masses only when the boundary of the ball has zero limiting measure. We remove that assumption without ever passing through closed-ball mass.
For a fixed point $x\in X$, the spheres $\partial B_X(x,\rho)$ are pairwise disjoint as $\rho$ ranges over positive radii. Since $\mu$ is finite on the compact space $X$, only countably many of these pairwise disjoint spheres can have positive $\mu$-measure. Hence the continuity radii, namely those $\rho>0$ satisfying
\begin{align*}
\mu(\partial B_X(x,\rho))=0,
\end{align*}
are dense in the admissible interval.
Fix arbitrary radii $0<r<R$, with $R<\pi/\sqrt K$ if $K>0$. Choose continuity radii $r_i$ and $R_i$ such that
\begin{align*}
r_i\uparrow r,\qquad R_i\uparrow R,\qquad r_i<R_i<R
\end{align*}
for every $i\in\mathbb{N}$. The choice from below is the key point: increasing open balls have the correct open ball as their union, so the limiting mass will be $\mu(B_X(x,r))$ rather than the mass of a closed ball. If $K>0$, the condition $R_i<R<\pi/\sqrt K$ keeps every $R_i$ in the positive-curvature comparison range.
For each $i$, both $r_i$ and $R_i$ are continuity radii. The result already proved at continuity radii therefore gives
\begin{align*}
\frac{\mu(B_X(x,R_i))}{V_{K,n}(R_i)}
\leq
\frac{\mu(B_X(x,r_i))}{V_{K,n}(r_i)}.
\end{align*}
Now pass to the limit. Since $R_i\uparrow R$, the open balls $B_X(x,R_i)$ increase to $B_X(x,R)$, and continuity from below gives
\begin{align*}
\mu(B_X(x,R_i))\uparrow\mu(B_X(x,R)).
\end{align*}
Similarly, since $r_i\uparrow r$, the open balls $B_X(x,r_i)$ increase to $B_X(x,r)$, so
\begin{align*}
\mu(B_X(x,r_i))\uparrow\mu(B_X(x,r)).
\end{align*}
The model volume function $V_{K,n}$ is continuous and positive on the admissible interval, hence
\begin{align*}
V_{K,n}(R_i)\to V_{K,n}(R),
\qquad
V_{K,n}(r_i)\to V_{K,n}(r).
\end{align*}
Letting $i\to\infty$ in the continuity-radius inequality gives
\begin{align*}
\frac{\mu(B_X(x,R))}{V_{K,n}(R)}
\leq
\frac{\mu(B_X(x,r))}{V_{K,n}(r)}.
\end{align*}
This proves Bishop-Gromov monotonicity for every pair of admissible radii.[/guided]