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Dec 20, 2017 at 10:49 comment added Rafa E. You are right, that was already contained in the statement of the question. Sorry. Then things get much harder. If the set is nice enough, then maybe something like Theorem 5.2 in MR2200122 (2006m:53061) (Lang, Urs; Schlichenmaier, Thilo Nagata dimension, quasisymmetric embeddings, and Lipschitz extensions. Int. Math. Res. Not. 2005, no. 58, 3625–3655.) could help.
Dec 19, 2017 at 11:36 comment added PhoemueX Thank you for your answer. Unfortunately, I don't think this is correct (or I don't see why it would be), since I require the range of $\pi$ to be contained in $X$, please see also the edited version of my question.
Dec 19, 2017 at 11:19 history answered Rafa E. CC BY-SA 3.0