1) you don't need continuous extension. 2) I don't think that you need Heine Borel either. Here is one way that uses only the definition of uniform continuity:
Step 1:Chop down E into small pieces.
f is unif. contin. so get a $\delta>0$, $|f(x)-f(y)|<1$ for all x,y in E such that |x-y|<$\delta$. Each chopped down piece should be of size < $\delta$. Note that there are only finitely many of these pieces due to boundedness of E.
Step 2: Bound f on each of the pieces. Pick the maximum bound.
done.