So we start with the definition of grand partition function, $\mathcal{Z} = Tr(e^{-\beta(\hat{H}-\mu\hat{N})})$, with $\beta=1/k_BT$, $\hat{H}$ the Hamiltonian and $\hat{N}$ the operator of total particle number, which commutes with $\hat{H}$. Since you also want to evaluate the average occupation number for each spin, you may add to $\hat{H}$ a source term $\sum_{s_z}a_{s_z}\hat{N}_{s_z}$, which amounts to replacing $\mu\hat{N}$ by $\sum_{s_z}\mu_{s_z}\hat{N}_{s_z}$ in $\mathcal{Z}$. See that $\hat{N}_{s_z}$ also commutes with $\hat{H}$.
Next, we need the eigenvalues of $\hat{H}$. Since you are considering a non-interacting system of bosons, the eigenvalues are completely determined by the simple particle Hamiltonian $H(\vec{p},s_Z)$. The eigenvalues of $H(\vec{p},s_z)$ is known to be Landau levels, $\varepsilon_{n,s_z,p_z} = (n+1/2)\omega_c - \mu_0Bs_z + p^2_z/2m$, where I assumed the magnetic field points along z-direction. Note that each Landau level is highly degenerate, i.e., for each level, there is a subset of states (in total $D$). Now the eigenvalues of $\hat{H}$ are just $E = \sum_{n,s_z,p_z,\nu}L^{\nu}_{n,s_z,p_z}\varepsilon_{n,s_z,p_z}$, with $L^{\nu}_{n,s_z,p_z}$ the occupation of the $\nu$-th state of the subset $(n,s_z,p_z)$.
Now the $\mathcal{Z}$ can be written as $\mathcal{Z} = \mathcal{Z}_+\cdot\mathcal{Z}_-\cdot\mathcal{Z}_0$, where the factors $\mathcal{Z}_{s_z}$ describes the $s_z$-sector. Performing the trace in the diagonal representation of $\hat{H}$, we find $$\mathcal{Z}_{s_z} = \prod_{n,p_z,\nu}(1+e^{-\beta(\varepsilon_{n,s_z,p_z}-\mu_{s_z})}+e^{-2\beta(\varepsilon_{n,s_z,p_z}-\mu_{s_z})}+...)=\prod_{n,p_z}(1-e^{-\beta(\varepsilon_{n,s_z,p_z}-\mu_{s_z})})^{-D}.$$ From this, you can find the $\mathcal{Z}$. The average occupation for spin $s_z$ is obtained as
$$\langle \hat{N}_{s_z}\rangle = \beta^{-1}\frac{\partial}{\partial \mu_{s_z}}~\ln\mathcal{Z},$$ which is understood in the limit $\mu_{s_z}\rightarrow\mu$.
The orbital effects of $\vec{A}$ refers to the fact that magnetic field quantises the motions in the normal plane of the magnetic field: the appearance of Landau levels.