We need the following lemma.
Lemma: Let $(E, |\cdot|)$ be a normed space. Let $x_1, \ldots, x_n \in E$. Then the convex hull of $\{x_1, \ldots, x_n\}$ is totally bounded.
Proof: We proof by induction. The case $n=2$ is trivial. Assume that $X:=\operatorname{conv} \{x_1, \ldots, x_n\}$ is totally bounded. We want to prove $Y:=\operatorname{conv} \{x_1, \ldots, x_n, x_{n+1}\}$ is totally bounded. Fix $r>0$. There are $y_1, \ldots, y_m \in X$ such that $\{B(y_i, r/2)\}_{i=1}^m$ covers $X$.
Let $[y_i, x_{n+1}]$ be the line segment connecting $y_i$ and $x_{n+1}$. Then $[y_i, x_{n+1}]$ is totally bounded. There are $z_{i1}, \ldots, z_{iM} \in [y_i, x_{n+1}]$ such that $\{B(z_{ij}, r/2)\}_{j=1}^M$ covers $[y_i, x_{n+1}]$.
If $y \in Y$, then $y = \lambda x + (1-\lambda)x_{n+1}$ for some $\lambda \in [0, 1]$ and $x \in X$. There is $i_0$ such that $x \in B(y_{i_0}, r/2)$. There is $j_0$ such that $\lambda y_{i_0} + (1-\lambda)x_{n+1} \in B(z_{i_0j_0}, r/2)$. We have
\begin{align}
|y-z_{i_0j_0}| &= |(\lambda x + (1-\lambda)x_{n+1})-z_{i_0j_0}| \\
&\le |(\lambda y_{i_0} + (1-\lambda)x_{n+1})-z_{i_0j_0}| + |\lambda (x- y_{i_0})|\\
&\le \frac{r}{2} + \frac{r}{2} = r.
\end{align}
It follows that $\{B(z_{ij}, r/2) \mid i=1, \ldots, m \text{ and } j=1, \ldots, M\}$ covers $Y$. This completes the proof.
Fix $r>0$. There are $x_1, \ldots, x_n \in K$ such that $\{B(x_i, r/2)\}_{i=1}^n$ covers $K$. Let $X := \operatorname{conv} \{x_1, \ldots, x_n\} \subset \operatorname{conv} K$. By Lemma, $X$ is totally bounded. There are $z_1, \ldots, z_N \in X$ such that $\{B(z_i, r/2)\}_{i=1}^N$ covers $X$. Fix $y \in \operatorname{conv} K$. There are $y_1, \ldots, y_m \in K$ and $\lambda_1, \ldots, \lambda_m \in \mathbb R_{>0}$ such that $\sum_{i=1}^m \lambda_i=1$ and $y = \sum_{i=1}^m \lambda_i y_i$.
Assume $y_i \in B(x_{\varphi(i)}, r/2)$ with $\varphi(i) \in \{1, \ldots, n\}$ for all $i = 1, \ldots, m$. Clearly, $z:=\sum_{i=1}^m \lambda_i x_{\varphi(i)} \in X$. There is $i_0$ such that $z \in B(z_{i_0}, r/2)$. Then
\begin{align*}
|y-z_{i_0}| &\le |y-z| + |z-z_{i_0}| \\
&= \left | \sum_{i=1}^m \lambda_i y_i - \sum_{i=1}^m \lambda_i x_{\varphi(i)} \right | + |z-z_{i_0}| \\
&\le \sum_{i=1}^m \lambda_i |y_i - x_{\varphi(i)}| + |z-z_{i_0}| \\
&\le r.
\end{align*}
It follows that $\{B(z_i, r/2)\}_{i=1}^N$ covers $\operatorname{conv} K$.