We will work with $x\ge0$ because the bounds work out cleaner, but to extend to $x\le0$, we simply need to increase $a_1$ and $\beta$ a bit.
Developing $\pmb{g_n}$
Define $g_0(x)=x$ and
$$
g_n(x)=\Gamma(1+g_{n-1}(x))\tag1
$$
First, for $x\approx0$, we have $\Gamma'(1)=-\gamma$, giving
$$
g_1(x)=1-\gamma x+[0,a_1]_\#x^2\tag2
$$
where $a_1=\frac{\Gamma''(1)}2$, using $\Gamma'''(1)\lt0$. We use the notation $[a,b]_\#$ to mean a real number in $[a,b]$.
Next, the value of $g_1(x)$ is near $1$ so the argument of the outer $\Gamma$ in $g_2(x)=\Gamma(1+\Gamma(1+x))$ is $\approx2$, and $\Gamma'(2)=1-\gamma$. Therefore,
$$
g_2(x)=1-\gamma(1-\gamma)x+[0,a_2]_\#x^2\tag3
$$
where $a_2=\underbrace{(1-\gamma)a_1}_{\substack{\text{contribution}\\\text{from the}\\\text{$2^\text{nd}$ order}\\\text{term in $(2)$}}}+\underbrace{\quad\beta\gamma^2\quad}_{\substack{\text{contribution}\\\text{from the}\\\text{$1^\text{st}$ order}\\\text{term in $(2)$}}}$, and $\beta=\frac{\Gamma''(2)}2$, using $\Gamma'''(2)\gt0$.
Repeating this process gives
$$
g_n(x)=1-\gamma(1-\gamma)^{n-1}x+[0,a_n]_\#x^2\tag4
$$
where
$$
a_n=(1-\gamma)a_{n-1}+\beta\gamma^2(1-\gamma)^{2n-4}\tag5
$$
Solving the recurrence for $\pmb{a_n}$
Letting $a_n=b_n(1-\gamma)^n$, we have $b_1=\frac{a_1}{1-\gamma}$ and $(5)$ becomes
$$
\begin{align}
b_n
&=b_{n-1}+\beta\gamma^2(1-\gamma)^{n-4}\tag{6a}\\[9pt]
&=\frac{a_1}{1-\gamma}+\frac{\beta\gamma^2}{(1-\gamma)^2}\frac{1-(1-\gamma)^{n-1}}{1-(1-\gamma)}\tag{6b}\\
&=\frac{a_1(1-\gamma)+\beta\gamma\left(1-(1-\gamma)^{n-1}\right)}{(1-\gamma)^2}\tag{6c}
\end{align}
$$
Therefore,
$$
\begin{align}
a_n
&=\left(a_1(1-\gamma)+\beta\gamma\left(1-(1-\gamma)^{n-1}\right)\right)(1-\gamma)^{n-2}\tag{7a}\\[3pt]
&\le(a_1(1-\gamma)+\beta\gamma)(1-\gamma)^{n-2}\tag{7b}\\[3pt]
&=\eta\,(1-\gamma)^{n-2}\tag{7c}
\end{align}
$$
where $\eta=a_1(1-\gamma)+\beta\gamma=\frac{\pi^2}{12}-\frac{\gamma^2}2$.
Plugging $(7)$ into $(4)$ gives
$$
g_n(x)=1-\gamma(1-\gamma)^{n-1}x+\left[0,\eta\,(1-\gamma)^{n-2}\right]_\#x^2\tag8
$$
Evaluating the Product
Since $\frac{\gamma(1-\gamma)}\eta\ge\frac13$, if $x\in\left[0,\frac13\right]$, then $g_n(x)\le1$; if $x\in\left[-\frac13,0\right]$, then $g_n(x)\ge1$. In either case, we can apply the Theorem from this answer. To apply the Theorem, note that
$$
\sum_{n=1}^\infty\gamma(1-\gamma)^{n-1}=1\tag9
$$
and
$$
\sum_{n=1}^\infty\eta(1-\gamma)^{n-2}=\frac\eta{\gamma(1-\gamma)}\le3\tag{10}
$$
Applying the Theorem, using $(9)$ and $(10)$, gives
$$
1-x\le1-x+[0,3]_\#x^2\le\prod_{n=1}^\infty g_n(x)\le\frac1{1+x-[0,3]_\#x^2}\le1-x+4x^2\tag{11}
$$
That is,
$$
\prod_{n=1}^\infty g_n(x)=1-x+[0,4]_\#x^2\tag{12}
$$
The Root of the Matter
Using the result of this answer, we can compute
$$
\begin{align}
\lim_{x\to0}\left(\prod_{n=1}^\infty g_n(x)\right)^{-1/x}
&=\lim_{x\to0}\left(1-x+[0,4]_\#x^2\right)^{-1/x}\tag{13a}\\[3pt]
&=e\tag{13b}
\end{align}
$$
$\pmb{\eta}$ Seems to be Correct
Using Mathematica and the functions
g[n_,x_]:=N[Nest[Gamma[1+#]&,x,n],100]
and
f[n_,x_]:=(g[n,x]-(1-EulerGamma(1-EulerGamma)^(n-1)x))/
((1-EulerGamma)^(n-2)x^2)
I evaluated f[100,1/1000000000000]
and got
$$
\left.\frac{g_n(x)-\left(1-\gamma(1-\gamma)^{n-1}x\right)}{(1-\gamma)^{n-2}x^2}\right|_{\substack{n=100\ \ \ \\x=10^{-12}}}=\color{#C00}{0.655878071518}898822
$$
whereas $\eta=\color{#C00}{0.655878071520}253881$, a difference of ${}\approx1.355\times10^{-12}$.
sumalt()
. This gives a powerseries beginning as $w_1= -1.00000 x + 1.80011 x^2 - 1.98657 x^3 + 2.84054 x^4 ... := f(x)$. As $x \to 0$ the evaluation $g(x) = \exp(f(x))^{-1/x} = \exp( 1 - 1.8001 x + 1.9865 x^2 - ...)$ I find $\lim_{x \to 0} g(x) = \exp(1 - 0 + 0 ...) = e $ – Gottfried Helms Jan 22 '23 at 14:00