This is an alternative derivation, not a proof. Noting the pattern of $+8$ between alternating multiplicands. Your infinite product can be expressed as two separate products:
$$\prod_{k=0}^{\infty}{\left( \dfrac{8k + 1}{8k + 3}\right)} \cdot \prod_{k=1}^{\infty}{\left( \dfrac{8k - 1}{8k - 3}\right)}
\\= \prod_{k=0}^{\infty}{\left( \dfrac{8k + 1}{8k + 3}\right)} \cdot 3\prod_{k=0}^{\infty}{\left( \dfrac{8k - 1}{8k - 3}\right)}$$
Now, consider the more general form:
$$\prod_{k=0}^{n}{\left( \dfrac{8k + 1}{8k + 3}\right)} \cdot 3\prod_{k=0}^{n}{\left( \dfrac{8k - 1}{8k - 3}\right)}
\\= 3\cdot\left(\dfrac{\left(n + \frac{1}{8}\right)! \cdot \left(\frac{3}{8}\right)!}{3\cdot\left(n + \frac{3}{8}\right)! \cdot \left(\frac{1}{8}\right)!} \right)
\cdot
\left( \dfrac{\left(n - \frac{1}{8}\right)! \cdot \left(-\frac{3}{8}\right)!}{3\cdot\left(n - \frac{3}{8}\right)! \cdot \left(-\frac{1}{8}\right)!} \right)$$
As $n \to \infty$, the product converges to
$$\dfrac{\left(\frac{3}{8}\right)! \cdot \left(-\frac{3}{8}\right)!}{3\cdot\left(\frac{1}{8}\right)! \cdot \left(-\frac{1}{8}\right)!}
$$
Recall that $(-z)!\cdot z! = \Gamma{(1 - z)}\cdot\Gamma{(1 + z)} = \Gamma{(1 - z)}\cdot z\cdot\Gamma{(z)}$. By the reflection identity, $\Gamma{(1 - z)}\cdot z\cdot\Gamma{(z)} = \dfrac{\pi z}{\sin{\pi z}}$
Hence,
$$\dfrac{\left(\frac{3}{8}\right)! \cdot \left(-\frac{3}{8}\right)!}{3\cdot\left(\frac{1}{8}\right)! \cdot \left(-\frac{1}{8}\right)!}
\\= \dfrac{\frac{3\pi/8}{\sin{3\pi/8}}}{3\cdot\frac{\pi/8}{\sin{\pi/8}}}
\\= \dfrac{\sin{\pi/8}}{\sin{3\pi/8}}
\\= \sqrt{2} - 1$$
You can use the sine expansion formulas in the last step.