Let $f:\mathbb{Z^+}\rightarrow \mathbb{R}$ where $f(n)=|\cos(n)|$ in radians. Does $\min f$ exist?
I think the answer is no and I that have the right approach to proving it.
From Dirichlet approximation theorem we know we can find integers $p$ and $q$ such that $|\frac{\pi}{2}-\frac{p}{q}|<\frac{1}{q^2}\implies |\frac{q\pi}{2}-p|\lt\frac{1}{q}$ so let $p_n$ be our candidate and $q_n=2k+1$(some increasing odd integer for each $n$, and although this could be an interesting question on its own, I think I'm safe to assume it. As we get close to $\frac{\pi}{2}$, the rational approximations have very large numerators and denominators) then $|(2k+1)\frac{\pi}{2}-p_n|\rightarrow 0$ (monotone decreasing) and since the $2k$ term does nothing in $\cos p_n$, we get $\lim \cos(p_n)=0$. Now it remains to show we don't hit zero inbetween, but we can probably choose $p_n$ so that this doesn't happen.
Does this work? Is there a way to do this without Dirichlet?
Your method works. Here is the complete proof.
First, we prove that $$ \inf_{n\in \Bbb Z^*}|\cos(n)| = 0 \tag{1}$$ If we can construct a sequence $\{u_t\}_{t \in \Bbb N^*}\in \Bbb Z^*$ such that $$u_t \equiv\frac{\pi}{2} +\epsilon_t \pmod{\pi} \tag{2}$$ where $ \epsilon_t \xrightarrow{t\to +\infty}0$, then $|\cos(u_t)| \xrightarrow{t\to +\infty}0$. In other words, $(1)$ holds true (because $|\cos(n)| \ge 0$).
$(2)$ is equivalent to find the sequence $\{(u_t,v_t)\}_{t \in \Bbb N^*} \in (\mathbb{Z},\mathbb{Z})$ such that $$\left|u_t -\frac{\pi}{2} -\pi v_t\right|\xrightarrow{t\to +\infty}0\iff \left|\frac{u_t -\frac{\pi}{2}}{v_t} -\pi \right|\xrightarrow{t\to +\infty}0 \tag{3}$$
According to the Dirichlet's approximation theorem , there exists the sequence $\{(u_t,v_t)\}_{t \in \Bbb N^*}$ such that $$\left|\frac{u_t}{v_t}-\pi \right| \le \frac{1}{v_t^2} \tag{4}$$ Applying $(4)$ to $(3)$ with a sub-sequence of increasing value of $v_{\sigma(t)}$ (for the sake of simplicity, we abuse the notation and still write $v_t$ instead of $v_{\sigma(t)}$), we have $$\left|\frac{u_t -\frac{\pi}{2}}{v_t} -\pi \right| \le\left|\frac{u_t }{v_t} -\pi \right| + \frac{\pi}{2}\frac{1}{v_t} \le \left(\frac{1}{v_t^2}+\frac{\pi}{2}\frac{1}{v_t} \right)\xrightarrow{v_t\to +\infty} 0$$
Hence, $(1)$ holds true. We can conclude that $ \inf f = 0$
Second, we prove that there doesn't exist $n$ such that $\cos(n) = 0$. It's straightforward because if not, there existed $m \in \Bbb Z$ such that $$n = \frac{\pi}{2} + m\pi$$ or $$\pi = \frac{n}{\frac{1}{2}+m} \in \Bbb Q$$ which is a contracdiction. We can conclude that $\min f$ doesn't existe
PS: about the last question whether there exists another proof without using the Dirichlet's approximation theorem, I haven't yet this proof without using the Dirichlet's approximation theorem.