For such kind of boss, I would say he leads by example or he holds himself to his own high standards.
You might want to use trailblazer.
A trailblazer is the first person to do something or go somewhere, who shows that it is also possible for other people.
Standard-bearer could also be used in some contexts.
Standard-bearer is the the person or thing that seems to lead a group of people having similar ideas or moral opinions.
Hard-ass is also used for such kind of demanding boss (though it's a vulgar word).
(Obsessive–compulsive personality disorder (OCPD) is a personality disorder characterized by excessive concern with orderliness, perfectionism, attention to details, mental and interpersonal control, and a need for control over one's environment, which interferes with flexibility, openness to experience, and efficiency, as well as interpersonal relationships. Workaholism and miserliness are also seen often in those with this personality disorder.)