Step 1: Analyze \( f(x) \).
We are given \( f(x) = \cos(|\pi - x|) + (x - \pi) \sin |x| \). The function \( f(x) \) is piecewise defined, and the absolute value functions \( |\pi - x| \) and \( |x| \) cause discontinuities at \( x = 0 \) and \( x = \pi \).
Step 2: Compute \( h(x) = f(g(x)) \).
The composition \( h(x) = f(g(x)) = f(x^2) \) is evaluated for each piece of \( f(x) \), noting that \( g(x) = x^2 \) affects the function differently depending on whether \( x \) is positive or negative.
Step 3: Check differentiability at \( x = 0 \).
At \( x = 0 \), \( g(x) = x^2 \) takes the value 0, so \( h(x) = f(x^2) \) becomes \( f(0) \), which involves terms that are not differentiable due to the absolute value functions involved in \( f(x) \). Therefore, \( h(x) \) is not differentiable at \( x = 0 \).
Step 4: Conclusion.
Thus, the correct answer is \( \boxed{(A)} \).