[proofplan]
Fej\'er's theorem gives uniform density of trigonometric polynomials in $C(\mathbb{T})$.
Uniform convergence implies $L^2$ convergence on a finite measure space, so trigonometric polynomials are dense in a dense subspace of $L^2(\mathbb{T})$.
A two-step density argument (approximate $f \in L^2$ by continuous $g$, then $g$ by a trigonometric polynomial $p$) shows the span of the trigonometric system is dense in $L^2(\mathbb{T})$, which is equivalent to completeness.
[/proofplan]
[step:Establish density of trigonometric polynomials in $C(\mathbb{T})$]
By [Fej\'er's Theorem](/theorems/584), for every $f \in C(\mathbb{T})$ and $\varepsilon > 0$, there exists $N$ such that $\|\sigma_N f - f\|_{L^\infty} < \varepsilon$.
Since $\sigma_N f$ is a trigonometric polynomial, trigonometric polynomials are uniformly dense in $C(\mathbb{T})$.
[/step]
[step:Extend density from $C(\mathbb{T})$ to $L^2(\mathbb{T})$]
For any $f \in L^2(\mathbb{T})$ and $\varepsilon > 0$:
Choose $g \in C(\mathbb{T})$ with $\|f - g\|_{L^2} < \varepsilon/2$ (continuous functions are dense in $L^2$ on a finite measure space).
By the previous step, choose a trigonometric polynomial $p$ with $\|g - p\|_{L^\infty} < \varepsilon/(2\sqrt{2\pi})$.
Then:
\begin{align*}
\|g - p\|_{L^2} \leq \sqrt{2\pi}\,\|g - p\|_{L^\infty} < \varepsilon/2.
\end{align*}
By the triangle inequality, $\|f - p\|_{L^2} < \varepsilon$.
Since $p$ lies in $\operatorname{span}\{e^{inx}\}_{n \in \mathbb{Z}}$, the span of the trigonometric system is dense in $L^2(\mathbb{T})$.
[/step]
[step:Conclude completeness from density of the span]
By the [Characterisation of Complete Orthonormal Systems](/theorems/541), density of the span in $L^2(\mathbb{T})$ is equivalent to completeness.
Therefore $\{e^{inx}/\sqrt{2\pi}\}_{n \in \mathbb{Z}}$ is a complete orthonormal system in $L^2(\mathbb{T})$.
[/step]