Let $C$ be a (nonempty) compact subset of euclidean $\mathbb R^n$, and consider the set-valued map $p_C:\mathbb R^n \to 2^C$ defined by $$ p_C(x) = \{c \in C \mid \|x-c\| = \mbox{dist}(x,C)\}, $$ where $\mbox{dist}(x,C) := \inf_{c \in C}\|x-c\|$ is the distance of $x$ from $C$.
Question. Under what minimal conditions on $C$ is $p_C$ Lipschitz-continuous w.r.t Hausdorff distance ?
Note. The case where $C$ is closed and convex is fully solved. Indeed, in such a case, $p_C$ is single-valued and non-expansive (and therefore $1$-Lipschitz).