EDIT* - My brother unlocked this doing the Jordan Staal and Eric Staal Junior Flashback set. Frustrating, but seems to be confirmed in the other solution. All it takes is six bronze collectables (20k or less normally).
To unlock this, you need to wait until a set is out that includes a "Master Set". This generally means you have to unlock each indivual set included in the theme, and then use those collectables to form the master set.
However, this requires anywhere from 600k-1million coins. On the bright side, earlier issues have been fixed and this is now working on the last few sets. *Updated Jan. 20, 2017*