Sorry if this question seems stupid, but I am confused here: Does it follow that $$ I(z)=\int_0^{2\pi} \frac{e^{-it}dt}{e^{it}-z} = 0 $$ For every $z$ with $|z|<1$? I think this is true.
I converted this integral to a line integral around the unit circle $S$: $$ I(z)=\int_S \frac{d\xi}{i\xi^2(\xi-z)} $$ I wanted to say the integrand has a primitive, but it seems I need logarithm to express it, which I am not quite sure can be holomorphic on $S$.
Using partial fractions we get: $\dfrac{1}{\xi^2(\xi-z)} = -\dfrac{1/z^2}{\xi}-\dfrac{1/z}{\xi^2}+\dfrac{1/z^2}{\xi-z}$
Therefore, $I(z) = \displaystyle\int_{S}\dfrac{\,d\xi}{i\xi^2(\xi-z)} = -\dfrac{1}{iz^2}\int_S\dfrac{\,d\xi}{\xi} - \dfrac{1}{iz}\int_S\dfrac{\,d\xi}{\xi^2}+\dfrac{1}{iz^2}\int_S\dfrac{\,d\xi}{\xi-z}$.
The first two of these three integrals are very straight forward to evaluate.
The third one is a direct application of Cauchy's Integral Formula. (Actually, all three are).
After evaluating these integrals, you do indeed get $0$ as the final answer.