As$\let\geq\geqslant\let\leq\leqslant$ noted by Elaqqad, the powerful Lifting The Exponent (LTE) gives a quick way out. Here is an approach using a result similar to LTE (but which is easier to prove):
For $a,b\in\mathbb Z$ and $n>1$, $$ \gcd\left( \frac{a^n-b^n }{ a-b} ,a-b\right)=\gcd(n\gcd(a,b)^{n-1},a-b ). $$
Proof: see here (or here for the most beautiful proof).
It's certainly worth being remembered. I call it 'LTE in divisibility form' because it's almost as strong as the actual LTE but it can be formulated and proved without using modular arithmetic.
Wlog we can assume $\gcd(x,y)=1$. If $p$ is odd, we have
$$ \gcd\left( \frac{x^p+y^p}{x+y},x+y\right)=\gcd(p,x+y).$$
Because $x+y$ is a power of $p$, we either have
- $x+y=p$. If $p$ is known, this gives only finitely many cases to check. If $p$ is arbitrary, you may want to use a LTE-type argument (though you don't need its full power) here to conclude that $z=2$, giving $x^p+y^p=p^2$.
But $$x^p+y^p\geq x^3+y^3=(x+y)(x\cdot(x-y)+y\cdot y)\geq(x+y)(x+y)=p^2$$ (when $x\geq y$) with equality only for $p=3$, $x-y=1$ and $y=1$.
- $x+y>p$ and $\frac{x^p+y^p}{x+y}=p$. Same story: $$x^p+y^p\geq x^3+y^3=(x+y)(x\cdot(x-y)+y\cdot y)\geq(x+y)(x+y)>p(x+y),$$ contradiction.
Summarizing, we have $(p,x,y,z)=(3,2\cdot3^k,3^k,3k+2)$.
Note that this doesn't work for $p=2$ because then we can't change the minus-sign into a plus in that one $\gcd$ identity. Luckily the case $p=2$ isn't too hard: If (wlog) $\gcd(x,y)=1$, then $x,y$ are odd and hence $x^2+y^2\equiv2\pmod4$, hence $z=1$. Adding factors $2$ eventually gives $(p,x,y,z)=(2,2^k,2^k,2k+1)$.
Note: this does not provide a solution to $x^p+y^p=q^z$ for $p,q$ prime, whereas Elaqqad's LTE-approach and the Zsigmondy-approach do.