[guided]The limiting argument has two separate jobs. First, it must say why arbitrary bounded Borel functions can be reached from simple functions. Second, for products, it must justify passing limits through an operator product, which is not a consequence of [weak convergence](/page/Weak%20Convergence) alone.
Let $u:K\to\mathbb C$ be a bounded Borel function. The standard bounded simple approximation theorem provides bounded Borel simple maps $u_m:K\to\mathbb C$ with $u_m(z)\to u(z)$ for every $z\in K$ and $|u_m(z)|\le \|u\|_{\infty}$ for every $m\in\mathbb N$ and $z\in K$. Concretely, approximate $\operatorname{Re}u$ and $\operatorname{Im}u$ by dyadic step functions and truncate the resulting complex values to stay in the closed disk of radius $\|u\|_{\infty}$. Since $\mu_{h,k}$ is a finite complex measure, dominated convergence applies to the dominating constant $\|u\|_{\infty}$. Thus
\begin{align*}
\int_K u_m\,d\mu_{h,k}\to \int_K u\,d\mu_{h,k}.
\end{align*}
By the matrix-coefficient definition of the spectral integral, this is exactly
\begin{align*}
(u_m(T)h,k)_H\to (u(T)h,k)_H.
\end{align*}
Linearity is now immediate at the level of scalar matrix coefficients: approximate the three bounded Borel functions $f$, $g$, and $\alpha f+\beta g$ by uniformly bounded simple functions and pass the simple-function identity to the limit using dominated convergence.
Multiplicativity requires more care because weak convergence of $s_m(T)$ to $f(T)$ does not by itself allow us to multiply by a varying or fixed operator without justification. We avoid that problem by proving a mixed identity with one simple factor and one bounded Borel factor. Fix a bounded Borel function $v:K\to\mathbb C$ and write the simple function $s:K\to\mathbb C$ as
\begin{align*}
s=\sum_{i=1}^m a_i\mathbb 1_{A_i}.
\end{align*}
Then, for $h,k\in H$,
\begin{align*}
(s(T)v(T)h,k)_H=\sum_{i=1}^m a_i(E(A_i)v(T)h,k)_H.
\end{align*}
The projection $E(A_i)$ is self-adjoint, so
\begin{align*}
(E(A_i)v(T)h,k)_H=(v(T)h,E(A_i)k)_H.
\end{align*}
For a Borel set $B\subset K$, the measure appearing in this last matrix coefficient satisfies
\begin{align*}
(E(B)h,E(A_i)k)_H=(E(A_i)E(B)h,k)_H=(E(A_i\cap B)h,k)_H.
\end{align*}
Therefore integration against this measure is the same as integrating over $A_i$ with respect to $\mu_{h,k}$, and hence
\begin{align*}
(E(A_i)v(T)h,k)_H=\int_K \mathbb 1_{A_i}v\,d\mu_{h,k}.
\end{align*}
After summing over $i$, we obtain
\begin{align*}
(s(T)v(T)h,k)_H=\int_K sv\,d\mu_{h,k}=((sv)(T)h,k)_H.
\end{align*}
Now let $(s_m)_{m=1}^{\infty}$ be uniformly bounded simple approximations to $f$ and set $v=g$. The mixed identity gives
\begin{align*}
(s_m(T)g(T)h,k)_H=((s_mg)(T)h,k)_H.
\end{align*}
The left side converges to $(f(T)g(T)h,k)_H$ by the matrix-coefficient convergence applied to the fixed vector $g(T)h$. The right side converges to $((fg)(T)h,k)_H$ because $s_mg\to fg$ pointwise and $|s_mg|\le \|f\|_{\infty}\|g\|_{\infty}$. Hence
\begin{align*}
(f(T)g(T)h,k)_H=((fg)(T)h,k)_H.
\end{align*}
Since this holds for all $h,k\in H$, the operators are equal.
For the adjoint rule, choose uniformly bounded simple approximations $s_m\to f$. The simple-function rule gives $(\overline{s_m})(T)=s_m(T)^*$ for every $m$. Taking matrix coefficients and passing to the limit gives
\begin{align*}
((\overline f)(T)h,k)_H=(f(T)^*h,k)_H
\end{align*}
for every $h,k\in H$. Hence $(\overline f)(T)=f(T)^*$.[/guided]