Similar to "Compliments to the Chef" achievement in the Ratatouille world and "To Infinity... and Beyond!" achievement in the Toy Story world, I had to replay the 1st and 2nd stages of The Incredibles world with "yourself" AFTER having done all 3 stages using Mr. Incredible for the achievement to pop.
If you're having difficulties with this achievement unlocking, ensure that you've done all 3 stages using Mr. Incredible and then replay the stages using your regular player. It should hopefully unlock by then.