$g(x)$ has a bounded derivative on $[0,1]$ so by the MVT $g(x)$ is Lipschitz-continuous on $[0,1.$ So $g(f_n)$ converges uniformly to $g(f)$ on $[0,1$. And each $g(f_n)$ is integrable so $g(f)$ is integrable. Hence $$\lim_{n\to \infty}\int_0^1g(f_n(x))dx=\int_0^1g(f(x)dx=\int_0^1\lim_{n\to \infty}g(f_n(x))dx.$$
You cannot prove this without an interchange of the order of the limit and the integral because what you are trying to prove is exactly that the order $can$ be interchanged.