[proofplan]
We prove the universal property of the displayed cone over $G\circ D$. Given any cone from an object $X\in\mathcal C$ to $G\circ D$, we transpose its legs across the adjunction to obtain a cone from $F(X)$ to $D$. The limiting property of $L$ gives a unique map $F(X)\to L$, and transposing this map back gives the required unique map $X\to G(L)$. Naturality and bijectivity of the adjunction bijections verify both the cone equations and uniqueness.
[/proofplan]
[step:Fix the adjunction bijections and the induced cone over $G\circ D$]
Since $F\dashv G$, for every object $X\in\mathcal C$ and every object $Y\in\mathcal D$ there is a natural bijection
\begin{align*}
\Phi_{X,Y}:\operatorname{Hom}_{\mathcal C}(X,G(Y))\to \operatorname{Hom}_{\mathcal D}(F(X),Y).
\end{align*}
For each object $j\in\operatorname{Ob}(J)$, the morphism $\lambda_j:L\to D(j)$ in $\mathcal D$ gives a morphism
\begin{align*}
G(\lambda_j):G(L)\to G(D(j))
\end{align*}
in $\mathcal C$. If $a:j\to k$ is a morphism in $J$, then the cone equation for $(L,(\lambda_j))$ says
\begin{align*}
D(a)\circ \lambda_j=\lambda_k.
\end{align*}
Applying the functor $G$ gives
\begin{align*}
G(D(a))\circ G(\lambda_j)=G(D(a)\circ \lambda_j)=G(\lambda_k),
\end{align*}
so $\left(G(L),(G(\lambda_j))\right)$ is a cone over $G\circ D$.
[/step]
[step:Transpose an arbitrary cone to a cone in $\mathcal D$]
Let $X\in\operatorname{Ob}(\mathcal C)$, and let
\begin{align*}
\alpha_j:X\to G(D(j))
\end{align*}
for $j\in\operatorname{Ob}(J)$ be a cone from $X$ to $G\circ D$. Thus, for every morphism $a:j\to k$ in $J$,
\begin{align*}
G(D(a))\circ \alpha_j=\alpha_k.
\end{align*}
For each $j\in\operatorname{Ob}(J)$, define the adjoint transpose
\begin{align*}
\beta_j:F(X)\to D(j)
\end{align*}
by
\begin{align*}
\beta_j:=\Phi_{X,D(j)}(\alpha_j).
\end{align*}
We claim that $(\beta_j)_{j\in\operatorname{Ob}(J)}$ is a cone from $F(X)$ to $D$. Let $a:j\to k$ be a morphism in $J$. Naturality of $\Phi$ in the second variable, applied to the morphism $D(a):D(j)\to D(k)$, gives
\begin{align*}
\Phi_{X,D(k)}(G(D(a))\circ \alpha_j)=D(a)\circ \Phi_{X,D(j)}(\alpha_j).
\end{align*}
Using the cone equation for $\alpha$ and the definition of $\beta_j$, this becomes
\begin{align*}
\Phi_{X,D(k)}(\alpha_k)=D(a)\circ \beta_j.
\end{align*}
Since $\beta_k=\Phi_{X,D(k)}(\alpha_k)$, we obtain
\begin{align*}
D(a)\circ \beta_j=\beta_k.
\end{align*}
Thus $(\beta_j)$ is a cone from $F(X)$ to $D$.
[/step]
[step:Use the limiting property of $L$ and transpose back]
Since $(L,(\lambda_j))$ is a limit cone for $D$, the cone $(\beta_j)_{j\in\operatorname{Ob}(J)}$ from $F(X)$ to $D$ factors through $L$ by a unique morphism
\begin{align*}
v:F(X)\to L
\end{align*}
such that, for every $j\in\operatorname{Ob}(J)$,
\begin{align*}
\lambda_j\circ v=\beta_j.
\end{align*}
Define
\begin{align*}
u:X\to G(L)
\end{align*}
to be the inverse adjoint transpose of $v$:
\begin{align*}
u:=\Phi_{X,L}^{-1}(v).
\end{align*}
We verify that $u$ induces the original cone $(\alpha_j)$. For each $j\in\operatorname{Ob}(J)$, naturality of $\Phi$ in the second variable, applied to $\lambda_j:L\to D(j)$, gives
\begin{align*}
\Phi_{X,D(j)}(G(\lambda_j)\circ u)=\lambda_j\circ \Phi_{X,L}(u).
\end{align*}
Because $\Phi_{X,L}(u)=v$, the right-hand side is
\begin{align*}
\lambda_j\circ v=\beta_j=\Phi_{X,D(j)}(\alpha_j).
\end{align*}
Hence
\begin{align*}
\Phi_{X,D(j)}(G(\lambda_j)\circ u)=\Phi_{X,D(j)}(\alpha_j).
\end{align*}
Since $\Phi_{X,D(j)}$ is a bijection, it follows that
\begin{align*}
G(\lambda_j)\circ u=\alpha_j.
\end{align*}
Thus $u:X\to G(L)$ is a mediating morphism from $X$ to the cone $\left(G(L),(G(\lambda_j))\right)$.
[/step]
[step:Prove uniqueness of the mediating morphism]
Let
\begin{align*}
u':X\to G(L)
\end{align*}
be any morphism such that, for every $j\in\operatorname{Ob}(J)$,
\begin{align*}
G(\lambda_j)\circ u'=\alpha_j.
\end{align*}
Define its adjoint transpose
\begin{align*}
v':F(X)\to L
\end{align*}
by
\begin{align*}
v':=\Phi_{X,L}(u').
\end{align*}
For each $j\in\operatorname{Ob}(J)$, naturality of $\Phi$ in the second variable gives
\begin{align*}
\lambda_j\circ v'
&=\lambda_j\circ \Phi_{X,L}(u')\\
&=\Phi_{X,D(j)}(G(\lambda_j)\circ u')\\
&=\Phi_{X,D(j)}(\alpha_j)\\
&=\beta_j.
\end{align*}
Thus $v':F(X)\to L$ is another morphism inducing the cone $(\beta_j)$ through the limit cone $(L,(\lambda_j))$. By uniqueness in the universal property of $L$, we have
\begin{align*}
v'=v.
\end{align*}
Applying the inverse of the bijection $\Phi_{X,L}$ gives
\begin{align*}
u'=\Phi_{X,L}^{-1}(v')=\Phi_{X,L}^{-1}(v)=u.
\end{align*}
Therefore the mediating morphism $u:X\to G(L)$ is unique. Since this holds for every object $X\in\mathcal C$ and every cone from $X$ to $G\circ D$, the cone
\begin{align*}
\left(G(L),\left(G(\lambda_j):G(L)\to G(D(j))\right)_{j\in\operatorname{Ob}(J)}\right)
\end{align*}
satisfies the universal property of a limit cone for $G\circ D$ in $\mathcal C$.
[/step]