This answer community wiki. Please fee free to change it into an
airtight argument.
To begin, please review the construction of the Cantor Pairing Function found here. The basic idea is that if we can totally order each finite set in a countable family, then the union of those sets is countable and comes equipped with a natural enumeration.
Let $X$ be a finite set with $n$ elements and assume you have a totally ordered $\mathcal{P}(X)$ (the power set) with $\le$. If you add a new element $\hat x$ to $X$, the number of subsets of $X \cup \{\hat x \}$ containing $\hat x$ is $2^n$, so you can copy $\le$ over to these new sets. Not only that, we can 'add' these $2^n$ subsets after $\mathcal{P}(X)$, giving a total ordering on $\mathcal{P}(X \cup \{\hat x\})$, a set with $2^n + 2^n = 2^{n+1}$ elements.
At a minimum for those seeking a mathematical framework, we have to explain how to copy $\le$ over when we add $\hat x$. We simple start by adding $\hat x$ to the $\le$ smallest element in the $\mathcal{P}(X)$ linear chain and then proceed adding it in to each of the following elements in turn.
It is kind of amusing that since there is only one ordering on a set with one element, and we start with $\mathcal{P}(\emptyset)$, there is not much work involved. Any bijective enumeration of $A$ drives the recursion.
Here is a partial listing:
Let $A$ be enumerated by $(a_n)_{ \, n \ge 1}$. We enumerate the finite subsets of $A$ as follows:
$\{\}$
$\{a_1\}$
$\{a_2\}$
$\{a_2,a_1\}$
$\{a_3\}$
$\{a_3,a_1\}$
$\{a_3,a_2\}$
$\{a_3,a_2,a_1\}$
$\{a_4\}$
$\{a_4,a_1\}$
$\{a_4,a_2\}$
$\{a_4,a_2,a_1\}$
$\{a_4,a_3\}$
$\{a_4,a_3,a_1\}$
$\{a_4,a_3,a_2\}$
$\{a_4,a_3,a_2,a_1\}$
$\{a_5\}$
$\{a_5,a_1\}$
$\{a_5,a_2\}$
$\{a_5,a_2,a_1\}$
$\{a_5,a_3\}$
$\{a_5,a_3,a_1\}$
$\{a_5,a_3,a_2\}$
$\{a_5,a_3,a_2,a_1\}$
$\{a_5,a_4\}$
$\{a_5,a_4,a_1\}$
$\{a_5,a_4,a_2\}$
$\{a_5,a_4,a_2,a_1\}$
$\{a_5,a_4,a_3\}$
$\{a_5,a_4,a_3,a_1\}$
$\{a_5,a_4,a_3,a_2\}$
$\{a_5,a_4,a_3,a_2,a_1\}$
$\{a_6\}$
$\{a_6,a_1\}$
$\{a_6,a_2\}$
$\{a_6,a_2,a_1\}$
$\{a_6,a_3\}$
$\{a_6,a_3,a_1\}$
$\{a_6,a_3,a_2\}$
$\{a_6,a_3,a_2,a_1\}$
$\{a_6,a_4\}$
$\{a_6,a_4,a_1\}$
$\{a_6,a_4,a_2\}$
$\{a_6,a_4,a_2,a_1\}$
$\{a_6,a_4,a_3\}$
$\{a_6,a_4,a_3,a_1\}$
$\{a_6,a_4,a_3,a_2\}$
$\{a_6,a_4,a_3,a_2,a_1\}$
$\{a_6,a_5\}$
$\{a_6,a_5,a_1\}$
$\{a_6,a_5,a_2\}$
$\{a_6,a_5,a_2,a_1\}$
$\{a_6,a_5,a_3\}$
$\{a_6,a_5,a_3,a_1\}$
$\{a_6,a_5,a_3,a_2\}$
$\{a_6,a_5,a_3,a_2,a_1\}$
$\{a_6,a_5,a_4\}$
$\{a_6,a_5,a_4,a_1\}$
$\{a_6,a_5,a_4,a_2\}$
$\{a_6,a_5,a_4,a_2,a_1\}$
$\{a_6,a_5,a_4,a_3\}$
$\{a_6,a_5,a_4,a_3,a_1\}$
$\{a_6,a_5,a_4,a_3,a_2\}$
$\{a_6,a_5,a_4,a_3,a_2,a_1\}$
Note: I started using a word processor for the last few steps...