[guided]The goal of this step is to upgrade from continuous functions of $a$ to characteristic functions of Borel sets. This upgrade cannot be done by uniform approximation of $\mathbb{1}_A$, because characteristic functions of arbitrary Borel sets are usually discontinuous. Instead, we use the strong-operator convergence built into the Borel functional calculus.
Define $\mathcal{D}_a$ to be the collection of Borel sets $A\subseteq\mathbb{R}$ such that
\begin{align*}
bE_a(A)=E_a(A)b.
\end{align*}
We first show that closed sets belong to $\mathcal{D}_a$. Let $F\subseteq\mathbb{R}$ be closed. There is one edge case to remove before defining a distance function. If $F\cap\sigma(a)=\varnothing$, then the spectral measure of $a$ is supported on $\sigma(a)$, so
\begin{align*}
E_a(F)=E_a(F\cap\sigma(a))=E_a(\varnothing)=0.
\end{align*}
Therefore $bE_a(F)=0=E_a(F)b$, and $F\in\mathcal{D}_a$ in this case.
Assume now that $F\cap\sigma(a)\ne\varnothing$. For any nonempty subset $S\subseteq\mathbb R$, let $d_S:\mathbb R\to[0,\infty)$ denote the distance map defined by $d_S(x)=\inf_{y\in S}|x-y|$ for $x\in\mathbb R$. For each $n\in\mathbb{N}$, define
\begin{align*}
f_n:\sigma(a)&\to[0,1]
\end{align*}
by
\begin{align*}
f_n(t)=\max\{0,1-n\,d_{F\cap\sigma(a)}(t)\}.
\end{align*}
This is a continuous function on $\sigma(a)$ because the distance to the nonempty closed subset $F\cap\sigma(a)$ of the compact [metric space](/page/Metric%20Space) $\sigma(a)$ is continuous, and the map $s\mapsto \max\{0,1-ns\}$ is continuous on $[0,\infty)$. Moreover, $f_n(t)=1$ when $t\in F\cap\sigma(a)$, and for $t\notin F\cap\sigma(a)$ the positive distance from $t$ to $F\cap\sigma(a)$ eventually forces $f_n(t)=0$. Hence
\begin{align*}
f_n(t)\downarrow \mathbb{1}_{F\cap\sigma(a)}(t)
\end{align*}
for every $t\in\sigma(a)$.
The bounded monotone convergence property of the Borel functional calculus now applies: the functions $f_n$ are uniformly bounded by $1$ and decrease pointwise to $\mathbb{1}_{F\cap\sigma(a)}$. Therefore
\begin{align*}
f_n(a)\to \mathbb{1}_{F\cap\sigma(a)}(a)
\end{align*}
strongly. By the definition of the spectral projection,
\begin{align*}
\mathbb{1}_{F\cap\sigma(a)}(a)=E_a(F).
\end{align*}
From the previous step, each $f_n(a)$ commutes with $b$. Thus, for every vector $\xi\in H$,
\begin{align*}
bf_n(a)\xi=f_n(a)b\xi.
\end{align*}
Taking limits in $H$ gives
\begin{align*}
bE_a(F)\xi=E_a(F)b\xi,
\end{align*}
because $f_n(a)\xi\to E_a(F)\xi$, $f_n(a)b\xi\to E_a(F)b\xi$, and $b$ is bounded. Since this equality holds for every $\xi\in H$, we obtain
\begin{align*}
bE_a(F)=E_a(F)b.
\end{align*}
So every closed set is in $\mathcal{D}_a$.
It remains to pass from closed sets to all Borel sets. We prove the stronger fact that $\mathcal{D}_a$ is a $\sigma$-algebra. First, $\mathbb{R}\in\mathcal{D}_a$ because $E_a(\mathbb{R})=I$ and $bI=Ib$. If $A\in\mathcal{D}_a$, then
\begin{align*}
E_a(\mathbb{R}\setminus A)=I-E_a(A)
\end{align*}
by finite additivity of the projection-valued measure $E_a$. Hence
\begin{align*}
bE_a(\mathbb{R}\setminus A)=b(I-E_a(A))=(I-E_a(A))b=E_a(\mathbb{R}\setminus A)b,
\end{align*}
so $\mathbb{R}\setminus A\in\mathcal{D}_a$.
Next, if $A,C\in\mathcal{D}_a$, then the multiplicativity property of a projection-valued measure gives
\begin{align*}
E_a(A\cap C)=E_a(A)E_a(C).
\end{align*}
Using the commutation of $b$ with both factors, we compute
\begin{align*}
bE_a(A\cap C)=bE_a(A)E_a(C)=E_a(A)bE_a(C)=E_a(A)E_a(C)b=E_a(A\cap C)b.
\end{align*}
Thus $A\cap C\in\mathcal{D}_a$. Since $A\cup C=\mathbb{R}\setminus((\mathbb{R}\setminus A)\cap(\mathbb{R}\setminus C))$, closure under complements and finite intersections gives closure under finite unions.
Now let $(A_n)_{n\in\mathbb{N}}$ be any sequence in $\mathcal{D}_a$. Define the finite unions
\begin{align*}
B_m=\bigcup_{n=1}^{m}A_n
\end{align*}
for $m\in\mathbb{N}$. Each $B_m$ belongs to $\mathcal{D}_a$, and the sequence $(B_m)_{m\in\mathbb{N}}$ increases to $A=\bigcup_{n=1}^{\infty}A_n$. Countable additivity of the spectral measure in the strong operator topology gives
\begin{align*}
E_a(B_m)\to E_a(A)
\end{align*}
strongly. Passing to the strong limit in
\begin{align*}
bE_a(B_m)=E_a(B_m)b
\end{align*}
gives $bE_a(A)=E_a(A)b$, because $b$ is bounded. Therefore $A\in\mathcal{D}_a$. We have shown that $\mathcal{D}_a$ is a $\sigma$-algebra.
Since $\mathcal{D}_a$ contains all closed subsets of $\mathbb{R}$, and since $\mathcal{B}(\mathbb{R})$ is the smallest $\sigma$-algebra containing the closed subsets of $\mathbb{R}$, we conclude that
\begin{align*}
\mathcal{D}_a=\mathcal{B}(\mathbb{R}).
\end{align*}
Therefore $b$ commutes with $E_a(A)$ for every Borel set $A\subseteq\mathbb{R}$.[/guided]