The video in the other guide is very much outside the parameters needed for this achievement specifically.
This achievement is awarded when you complete a series for 4 quests that involve locking up 3 bandits. This is done in a few steps:
-Help the sheriff being beat on by some goons (near the levels shop)
-Kill the goons and he'll point you in the direction of the first bandit.
-Accept the quest the bandit has for you, and kill his goons.
-Escort the bandit to jail, rinse and repeat.
Achievement pops when all 3 jail cells are filled.
These quests WILL show up as yellow mission quests and not the grey side quests found elsewhere.
To reiterate, You do
NOT need to collect all 25 Master Pieces for
THIS ACHIEVEMENTYou will need to though for
and subsequently