[step:Differentiate under the integral sign to pass from $n$ to $n+1$]Assume the formula holds for some $n \geq 0$:
\begin{align*}
f^{(n)}(z_0) &= \frac{n!}{2\pi i} \oint_\gamma \frac{f(z)}{(z - z_0)^{n+1}}\, dz.
\end{align*}
We show $f^{(n)}$ is differentiable at $z_0$ and compute its derivative by forming the difference quotient. Let $h \in \mathbb{C} \setminus \{0\}$ with $|h|$ small enough that $z_0 + h \in \Omega \setminus \gamma^*$. Since $\gamma^*$ is compact and $z_0 \notin \gamma^*$, there exists $\delta > 0$ such that
\begin{align*}
d := \operatorname{dist}(z_0, \gamma^*) > 0,
\end{align*}
and we require $|h| < d/2$. The difference quotient is
\begin{align*}
\frac{f^{(n)}(z_0 + h) - f^{(n)}(z_0)}{h} &= \frac{n!}{2\pi i} \oint_\gamma f(z) \cdot \frac{1}{h}\left[\frac{1}{(z - z_0 - h)^{n+1}} - \frac{1}{(z - z_0)^{n+1}}\right] dz.
\end{align*}
[claim:The difference quotient of the kernel converges uniformly on $\gamma^*$]
For all $z \in \gamma^*$,
\begin{align*}
\frac{1}{h}\left[\frac{1}{(z - z_0 - h)^{n+1}} - \frac{1}{(z - z_0)^{n+1}}\right] \to \frac{n+1}{(z - z_0)^{n+2}} \quad \text{as } h \to 0,
\end{align*}
and the convergence is uniform on $\gamma^*$.
[/claim]
[proof]
Define $g: \mathbb{C} \setminus \{z_0\} \to \mathbb{C}$ by $g(w) = (w - z_0)^{-(n+1)}$. This function is holomorphic on $\mathbb{C} \setminus \{z_0\}$, and its derivative is
\begin{align*}
g'(w) &= -(n+1)(w - z_0)^{-(n+2)}.
\end{align*}
We need to show that $\frac{g(z - h) - g(z)}{-h} \to g'(z)$ uniformly for $z \in \gamma^*$.
Fix $z \in \gamma^*$. By the mean value inequality for holomorphic functions (applied to $g'$ on the disk $B(z, d/2)$, which is contained in $\mathbb{C} \setminus \{z_0\}$ since $|z - z_0| \geq d$), for $|h| < d/2$:
\begin{align*}
\left|\frac{g(z-h) - g(z)}{-h} - g'(z)\right| &= \left|\frac{1}{-h}\int_0^1 [g'(z - th) - g'(z)](-h)\, dt\right| = \left|\int_0^1 [g'(z - th) - g'(z)]\, dt\right|.
\end{align*}
Here we used the identity $g(z-h) - g(z) = \int_0^1 g'(z - th)(-h)\, dt$, valid because $g'$ is continuous on $\mathbb{C} \setminus \{z_0\}$ and the segment from $z$ to $z - h$ lies in $\mathbb{C} \setminus \{z_0\}$ (since every point on the segment is at distance at least $d - |h| \geq d/2 > 0$ from $z_0$).
Now estimate $|g'(z - th) - g'(z)|$. The second derivative of $g$ is $g''(w) = (n+1)(n+2)(w - z_0)^{-(n+3)}$. For $w$ on the segment from $z$ to $z - th$ (where $t \in [0,1]$), we have $|w - z_0| \geq d/2$, so
\begin{align*}
|g''(w)| &\leq \frac{(n+1)(n+2)}{(d/2)^{n+3}}.
\end{align*}
By the mean value inequality applied to $g'$:
\begin{align*}
|g'(z - th) - g'(z)| &\leq |th| \cdot \sup_{|w - z| \leq |h|} |g''(w)| \leq |h| \cdot \frac{(n+1)(n+2)}{(d/2)^{n+3}}.
\end{align*}
Integrating over $t \in [0,1]$:
\begin{align*}
\left|\frac{g(z-h) - g(z)}{-h} - g'(z)\right| &\leq |h| \cdot \frac{(n+1)(n+2)}{(d/2)^{n+3}}.
\end{align*}
The right-hand side is independent of $z \in \gamma^*$ and tends to $0$ as $h \to 0$. Therefore the convergence is uniform on $\gamma^*$.
[/proof]
By the uniform convergence established in the claim, we may pass the limit $h \to 0$ through the contour integral (the integrand converges uniformly on the compact set $\gamma^*$, and $f$ is continuous on $\gamma^*$, so $f(z)$ times the difference quotient kernel converges uniformly). This gives
\begin{align*}
\frac{d}{dz_0} f^{(n)}(z_0) &= \frac{n!}{2\pi i} \oint_\gamma f(z) \cdot \frac{n+1}{(z - z_0)^{n+2}}\, dz = \frac{(n+1)!}{2\pi i} \oint_\gamma \frac{f(z)}{(z - z_0)^{n+2}}\, dz.
\end{align*}
This is the formula for $f^{(n+1)}(z_0)$, completing the inductive step.[/step]