[step:Show that the Cauchy integral defines a function holomorphic in $(z_2, \dots, z_n)$ by differentiation under the integral sign]Define
\begin{align*}
I(z_1, z_2, \dots, z_n) &:= \frac{1}{2\pi i} \oint_{|\zeta_1 - a_1| = r_1} \frac{f(\zeta_1, z_2, \dots, z_n)}{\zeta_1 - z_1}\, d\zeta_1.
\end{align*}
We claim $I$ is holomorphic in each variable $z_j$ for $j \geq 2$ on $\mathbb{D}^{n-1}(a', r')$. Fix $j \in \{2, \dots, n\}$ and fix all variables except $z_j$. For each $\zeta_1$ on the circle $|\zeta_1 - a_1| = r_1$, the function $z_j \mapsto f(\zeta_1, z_2, \dots, z_n)$ is holomorphic in $z_j$ (by separate holomorphicity of $f$). The integrand satisfies the uniform bound
\begin{align*}
\left|\frac{f(\zeta_1, z_2, \dots, z_n)}{\zeta_1 - z_1}\right| \leq \frac{M}{r_1 - |z_1 - a_1|}
\end{align*}
for all $\zeta_1$ on the circle and all $(z_2, \dots, z_n) \in \overline{\mathbb{D}^{n-1}(a', s')}$ for any $s' < r'$ componentwise, since $|f| \leq M$ on $\overline{\mathbb{D}^n(a, r)}$ and $|\zeta_1 - z_1| \geq r_1 - |z_1 - a_1| > 0$. This uniform bound justifies differentiation under the integral sign: for the Wirtinger derivative $\partial_{\bar{z}_j}$ with $j \geq 2$,
\begin{align*}
\partial_{\bar{z}_j} I &= \frac{1}{2\pi i} \oint_{|\zeta_1 - a_1| = r_1} \frac{\partial_{\bar{z}_j} f(\zeta_1, z_2, \dots, z_n)}{\zeta_1 - z_1}\, d\zeta_1 = 0,
\end{align*}
since $f$ is holomorphic in $z_j$ for each fixed $(\zeta_1, z_2, \dots, \widehat{z_j}, \dots, z_n)$ by hypothesis, so $\partial_{\bar{z}_j} f = 0$.[/step]