For any real number $r$ we can find a pair of natural numbers $N$ and $M$, such that $\sqrt{N}-\sqrt{M}$ will approximate $r$ with any given precision (if we choose $N,M$ large enough).
That's why I tried to think of any increasing sequences of integer numbers which would allow to compute $\pi$ in this way. And I mean, without knowing the digits of $\pi$ beforehand. Thus, $a_n, b_n$ have to be defined by recursion themselves. However, I wasn't able to make any progress.
1) The easiest way is to use the known value of $\pi$ to compute various pairs of $N,p$, such that:
$$\sqrt{N+p}-\sqrt{N} \approx \pi$$
$$N=\left[\frac{(p-\pi^2)^2}{4 \pi^2} \right]$$
Here $[]$ is the floor function. For example:
$$\sqrt{30268+1103}-\sqrt{30268}=3.14159$$
2) If we let the numbers be rational, and not necessarily increasing, we can use the known series to make something resembling what I want:
$$\pi^2=6 \left(1+\frac{1}{2^2}+\frac{1}{3^2}+\cdots \right)$$
$$\pi=\sqrt{6 \left(1+\frac{1}{2^2}+\frac{1}{3^2}+\cdots \right)}-\sqrt{0}$$
3) Another way, is to use the Spiral of Theodorus (spiral of square roots):
$$\rho (n)=\sqrt{n}$$
$$\phi (n)=\sum_{k=1}^{n} \arcsin \frac{1}{\sqrt{n}}-\frac{\pi}{2}$$
The $\pi$ arises as a limit of radii difference at approximately the same angle:
$$\lim_{n \to \infty} \rho(\phi+2\pi)-\rho(\phi)=\pi$$
For example, the first such pair of numbers is:
$$\sqrt{21}-\sqrt{2}=3.17$$
However, I'm not sure if it's possible to properly define a sequence I want using this definition for a spiral - it's just too complicated (especially, finding pairs of rays with the closest angles).
Can we find sequences $\{a_n\}, \{b_n\}$ with $a_n,b_n \in \mathbb{Q}$, increasing and defined by recursion, such that $$\lim_{n \to \infty} (\sqrt{a_n}-\sqrt{b_n})=\pi$$?
Or can we prove that we can't?
Edit
I only consider rational sequences because I don't believe that any such integer sequences exist. However, I would be very happy if someone answers with integer sequences.
The main thing though, I want something different from $$\lim_{n \to \infty} \sqrt{a_n} = \pi+c, ~~~~ \lim_{n \to \infty} \sqrt{b_n}=c$$

Let $\sum \limits _{k=0} ^\infty x_k$ be any series with positive and rational terms that converges to $\pi$. One such example may be
$$\sum _{k=0} ^\infty \frac 1 {16 ^k} \left( \frac 4 {8k+1} - \frac 2 {8k+4} - \frac 1 {8k+5} - \frac 1 {8k+6}\right)$$
but you may find others by considering MacLaurin series of various inverse trigonometric functions and evaluating them at special simple points (for instance the series of $\arcsin$ evaluated at $\frac 1 2$, multiplied by $6$).
Let
$$a_n = \left( \sum _{k=0} ^n x_k + 1 \right)^2, \quad b_n = \left( 1 - \frac 1 n \right) ^2 .$$
Notice that $\sqrt{a_n} - \sqrt{b_n} \to (\pi + 1) - 1 = \pi$. (The $1$ here is arbitrary, you may choose any other strictly positive number.)
To show that the sequences are recursive, notice that
$$a_{n+1} = a_n ^2 + 2 x_{n+1} a_n + x_{n+1} ^2, \quad b_{n+1} = b_n ^2 - \frac 2 {n (n+1)} b_n + \frac 1 {n^2 (n+1)^2} .$$
(Notice, though, that the recursion is not linear - but you have not asked for such a property.)
Finally, the sequences are increasing being squares of other increasing sequences (for $a_n$ here it is where the positivity of $x_n$ matters). It is also obvious that the sequences are made only of rational numbers (here is where the rationality of $x_n$ matters.)