Suppose we have some extension $K$ of some field $F$ and the Galois group $G(K/F)$ which consists of automorphisms $\sigma$ of $K$. How could we show the following:
For any $a \in K$, show that $p(x) = \prod_{\sigma \in G(K/F)} (x - \sigma(a)) \in F[x]$
What I did was take an arbitrary automorphism $\sigma_j$ and acted on the polynomial with it. So:
$\sigma_j p(x) = \sigma_j \prod_{\sigma \in G(K/F)} (x - \sigma(a)) = \prod_{\sigma \in G(K/F)} \sigma_j (x - \sigma(a)) = \prod_{\sigma \in G(K/F)} (\sigma_j(x) - \sigma_j( \sigma(a))) = \prod_{\sigma \in G(K/F)} (x - \sigma(a))$
Because if I apply $\sigma_j$ to $\sigma(a)$ it will just give me another $\sigma$ in $G(K/F)$ acting on $a$, so I showed that $\sigma$ fixes the polynomial, thus it must be part of the underling field $F$ adjoined $x$. Does that make sense?
Your argument is fine.
Another way is to consider that the coefficients of $p$ are symmetric polynomials in $\sigma_1(a), \dots, \sigma_n(a)$ and so are fixed by any $\sigma$, since $\sigma \sigma_i$ runs through all $\sigma_j$, as you have noticed.