Here is a method using Bessel functions. This is most likely not viable in a competition, but if you know the expansions and realize the simplifications due to the $\sin(2\pi k)$ factor, it may work.
$$\begin{align*}
I(0,\pi)&=\int_0^\pi\cos^2(\cos x)+\sin^2(\sin x)\ dx \\
&=\int_0^\pi\cos^2(\cos x)\ dx+\int_0^\pi\sin^2(\sin x)\ dx \\
&=\int_0^\pi\frac{1+\cos(2\cos x)}{2}\ dx+\int_0^\pi\frac{1-\cos(2\sin x)}{2}\ dx\\
&=\pi+\frac{1}{2}\underbrace{\int_0^\pi\cos(2\cos x)\ dx}_{I_1}-\frac{1}{2}\underbrace{\int_0^\pi\cos(2\sin x)\ dx}_{I_2}
\end{align*}$$
Using two Jacobi-Anger expansions,
$$\cos(2\cos x)=J_0(2)+2\sum_{k=1}^\infty(-1)^kJ_{2k}(2)\cos(2kx),\quad x\in\mathbb{C} \\
\cos(2\sin x)=J_0(2)+2\sum_{k=1}^\infty J_{2k}(2)\cos(2kx),\quad x\in\mathbb{C}$$
we have for $I_1$,
$$\begin{align*}I_1&=\int_0^\pi J_0(2)+2\sum_{k=1}^\infty(-1)^kJ_{2k}(2)\cos(2kx)\ dx \\&=\pi J_0(2)+2\sum_{k=1}^\infty(-1)^kJ_{2k}(2)\int_0^\pi\cos(2kx)\ dx\\
&=\pi J_0(2)+2\sum_{k=1}^\infty\frac{(-1)^kJ_{2k}(2)\sin(2\pi k)}{k} \\&=\pi J_0(2)
\end{align*}$$
and for $I_2$,
$$\begin{align*}
I_2&=\int_0^\pi J_0(2)+2\sum_{k=1}^\infty J_{2k}(2)\cos(2kx)\ dx \\
&=\pi J_0(2)+2\sum_{k=1}^\infty J_{2k}(2)\int_0^\pi\cos(2kx)\ dx \\
&=\pi J_0(2)+2\sum_{k=1}^\infty\frac{J_{2k}(2)\sin(2\pi k)}{k} \\
&=\pi J_0(2)
\end{align*}$$
thus the integral is,
$$I(0,\pi)=\pi+\frac{\pi }{2}J_0(2)-\frac{\pi}{2}J_0(2)=\pi.$$
Another solution, this time utilizing the Maclaurin expansion of $\cos(x)$. As we end up finding closed forms in terms of the Bessel function anyways, I will merge answers.
Working similarly as above,
$$\begin{align*}
I(0,\pi)&=\pi+\frac{1}{2}\underbrace{\int_0^\pi\cos(2\cos x)\ dx}_{I_1}-\frac{1}{2}\underbrace{\int_0^\pi\cos(2\sin x)\ dx}_{I_2}
\end{align*}$$
expanding the cosine by its Maclaurin series,
$$I_1=\int_0^\pi\sum_{k=0}^\infty\frac{(-1)^k2^{2k}}{(2k)!}\cos^{2k}(x)\ dx=\sum_{k=0}^\infty\frac{(-1)^k2^{2k}}{(2k)!}\int_0^\pi\cos^{2k}(x)\ dx=\pi\sum_{k=0}^\infty\frac{(-1)^k}{(k!)^2}=\pi J_0(2)$$
$$I_2=\int_0^\pi\sum_{k=0}^\infty\frac{(-1)^k2^{2k}}{(2k)!}\sin^{2k}(x)\ dx=\sum_{k=0}^\infty\frac{(-1)^k2^{2k}}{(2k)!}\int_0^\pi\sin^{2k}(x)\ dx=\pi\sum_{k=0}^\infty\frac{(-1)^k}{(k!)^2}=\pi J_0(2)$$
here I used the Wallis integrals,
$$\int_0^\pi\cos^{2k}(x)\ dx=\int_0^\pi\sin^{2k}(x)\ dx=\frac{\pi}{2^{2k}}\binom{2k}{k},\quad k\in\mathbb{Z_0}$$
and the series expansion for the Bessel function of first kind,
$$J_0(z)=\sum_{k=0}^\infty\frac{(-1)^k}{(k!)^2}\left(\frac{z}{2}\right)^{2k},\quad z\in\mathbb{C}$$
hence by similar arguments,
$$I(0,\pi)=\pi.$$