Here's what I tried. Let $f(x)$ be the function we are approximating which is at least $m$ times differentiable on the interval $[x_0,x]$ with continuous derivatives and let $g(x)$ be its approximation and define $p(x)=f(x)-g(x)$ where $g(x)=f\left(x_0\right)+f'\left(x_0\right)\left(x-x_0\right)....+\frac{f^{\left(m-1\right)}\left(x_0\right)}{\left(m-1\right)!}\left(x-x_0\right)^{\left(m-1\right)}$
We apply the mean value theorem to $p(x)$ on the interval $[x_0,x]$ to get $$p'\left(c_1\right)=\frac{p\left(x\right)-p\left(x_0\right)}{x-x_0}=\frac{p\left(x\right)}{x-x_0}$$ so $p(x)=p'\left(c_1\right)(x-x_0)$ for some $c_1$ in $[x_0,x]$. Applying the theorem again to $p'\left(x\right)=f'\left(x\right)-g'\left(x\right)$ on the interval $[x_0,c_1]$ we get $p''\left(c_2\right)=\frac{p'\left(c_1\right)-p'\left(x_0\right)}{c_1-x_0}=\frac{p'\left(c_1\right)}{c_1-x_0}\ $ with $c_2$ in $[x_0,c_1]$, which gives in general, $$p^i\left(c_i\right)=p^{\left(i+1\right)}\left(c_{i+1}\right)\left(c_i-x_0\right) $$ with $c_{i+1}$ in $[x_0,c_i]$. Applying this $m-1$ times and noting that $p^{\left(m\right)}\left(c_m\right)=f^{\left(m\right)}\left(c_m\right)$, we get $$p\left(x\right)=\left(x-x_0\right)\left(c_1-x_0\right)....\left(c_{m-1}-x_0\right)f^{\left(m\right)}\left(c_m\right)$$ setting $a=\frac{\left(c_1-x_0\right)....\left(c_{m-1}-x_0\right)}{\left(x-x_0\right)^\left(m-1\right)}$ we see that $$p(x)=a\left(x-x_0\right)^mf^{\left(m\right)}\left(c_m\right)$$ with $c_m$ in $[x_0,x]$ which is precisely the Lagrange form, but I'm having a hard time dealing with $a$. Obviously, for fixed $x$, $a$ is a constant whose absolute value is less than $1$ which makes this even closer to the Lagrange form. Any help would be appreciated.
I am not asking for other proofs of this as I can easily find them, so please don't just throw proofs at me.