Let $b_n=(1+\sqrt{2})^n +(1-\sqrt{2})^n$. Then $b_n$ is an integer. (As pointed out by Aaron, that can be seen by expanding, using the Binomial Theorem, and noting the cancellations. It can also be seen by noting that the expression for $b_n$ is invariant under the mapping that takes $\sqrt{2}$ to $-\sqrt{2}$.)
So $\pi(1+\sqrt{2})^n$ differs from $\pi b_n$ ($\pi$ times an integer) by $\pi(1-\sqrt{2})^n$. Note that if $n$ is large, then the absolute value of $\pi(1-\sqrt{2})^n$ is very close to $0$.
The $n$-th term of our series has absolute value $|\sin(\pi(1-\sqrt{2})^n)|$, which is less than $\pi(\sqrt{2}-1)^n$.
But $\sum \pi(\sqrt{2}-1)^n$ converges, since it is a geometric series with common ratio $\lt 1$. Thus by Comparison the series of the problem converges absolutely, and hence converges.
Remark: Whenever $1+\sqrt{2}$ has a problem, its buddy $1-\sqrt{2}$ is ready to help.