[guided]The goal is to prove that the vector field obtained by projecting $X_H$ is exactly the Hamiltonian vector field of the descended Hamiltonian $H_\mu$. Let $X_{H_\mu}:M_\mu\to TM_\mu$ denote the Hamiltonian vector field of $H_\mu$ on $(M_\mu,\omega_\mu)$, defined by $i_{X_{H_\mu}}\omega_\mu=dH_\mu$. Let
\begin{align*}
\overline{Y}:M_\mu&\to TM_\mu
\end{align*}
be the vector field defined by
\begin{align*}
(d\pi_\mu)_xY(x)=\overline{Y}(\pi_\mu(x)),
\end{align*}
where $Y=X_H|_{J^{-1}(\mu)}$.
Fix a point $x\in J^{-1}(\mu)$ and write $z=\pi_\mu(x)$. To verify the Hamiltonian vector field identity at $z$, take an arbitrary tangent vector $w\in T_zM_\mu$. Since $\pi_\mu$ is a submersion, its differential
\begin{align*}
(d\pi_\mu)_x:T_xJ^{-1}(\mu)\to T_zM_\mu
\end{align*}
is surjective, so there exists $v\in T_xJ^{-1}(\mu)$ with $(d\pi_\mu)_xv=w$.
Now use the definition of the reduced symplectic form. The identity
\begin{align*}
\pi_\mu^*\omega_\mu=i_\mu^*\omega
\end{align*}
means that for tangent vectors $a,b\in T_xJ^{-1}(\mu)$,
\begin{align*}
\omega_\mu|_{\pi_\mu(x)}((d\pi_\mu)_xa,(d\pi_\mu)_xb)=\omega_x((di_\mu)_xa,(di_\mu)_xb).
\end{align*}
Apply this with $a=Y(x)$ and $b=v$. Since $Y(x)=X_H(x)$ as a vector tangent to the level set, this yields
\begin{align*}
\omega_\mu|_z(\overline{Y}(z),w)=\omega_x(X_H(x),(di_\mu)_xv).
\end{align*}
The Hamiltonian vector field identity for $X_H$ gives
\begin{align*}
\omega_x(X_H(x),(di_\mu)_xv)=dH_x((di_\mu)_xv).
\end{align*}
Finally, differentiate the defining relation for the reduced Hamiltonian,
\begin{align*}
H_\mu\circ\pi_\mu=H\circ i_\mu.
\end{align*}
The chain rule gives
\begin{align*}
dH_\mu|_z((d\pi_\mu)_xv)=dH_x((di_\mu)_xv).
\end{align*}
Since $(d\pi_\mu)_xv=w$, we have
\begin{align*}
dH_x((di_\mu)_xv)=dH_\mu|_z(w).
\end{align*}
Combining the identities,
\begin{align*}
\omega_\mu|_z(\overline{Y}(z),w)=dH_\mu|_z(w).
\end{align*}
This holds for every $w\in T_zM_\mu$. The two-form $\omega_\mu$ is symplectic, hence nondegenerate, so there is only one vector at $z$ satisfying this identity. Therefore $\overline{Y}(z)=X_{H_\mu}(z)$. Since $z$ was arbitrary, $\overline{Y}=X_{H_\mu}$ on $M_\mu$.[/guided]