I got stuck in the proof of Cauchy's Integral Formula for higher derivatives in Stein's Complex Analysis, page 48:
Under what Conditions over a function $f$, we can infer that :
$\displaystyle\lim_{h\rightarrow 0}\int_Cf(z,h)dz=\int_C\lim_{h\rightarrow 0}f(z,h)dz$
A Try :
$\displaystyle\left|\int_Cf(z,h)dz-\int_C\lim_{h\rightarrow 0}f(z,h)dz\right|\leq P_C.\sup_{z\in C}\left|f(z,h)-\lim_{t\rightarrow 0}f(z,t)\right|$.
Now, I think there's a way to control right hand side, when $h$ would be small.
If you are unhappy with MCT and DCT, your proof is correct. The control you need is precisely what is called uniform convergence.
With regards to your question in the comments,
Clearly LHS implies RHS. Suppose that it is not true that $\lim_{h→ 0} f(h) = L$. Then there is some $ε >0$ such that for every $\delta>0$, we can find a point $x<\delta$ such that $|f(x) - L| > ε $. Setting $\delta = 1/n$, we extract a null sequence $0<x_n<1/n$ of such points. Thus $f(x_n) \not→ L$.
This proof can be reused with almost no change for many 'limits', e.g. uniform limits of functions.