Heine-Borel Theorem: Every open cover $\mathcal{O}$ of finite interval $[a,b]\subseteq \mathbb{R}$ has finite subcover.
Sketch of Proof: Consider the set $$X=\{x\in[a,b]\colon [a,x] \mbox{ can be covered by finitely many open sets in }\mathcal{O}\}.$$ Then $X$ is a non-empty subset of $\mathbb{R}$ which is bounded above, hence it has supremum. We show that $\sup(X)=b$.
Question: Is there other proof of this theorem which avoids the least upper bound property of $\mathbb{R}$? (In other words, is the Least upper bound property of $\mathbb{R}$ is essential to prove this?)