 Solution

Take the holomorphic function $f(z)=1/z$ on a neighborhood of the annulus. Every polynomial has integral zero around the unit circle by the Cauchy integral theorem, while ${\int }_{|z|=1}{z}^{-1}dz=2\pi i$. Uniform convergence on the annulus would imply convergence of these contour integrals, since their difference is bounded by $2\pi$ times the uniform error. Thus uniform polynomial approximation on the full annulus need not exist.