 Solution

If $g=xh{x}^{-1}$ in $G$, applying each projection map gives $p_j(g)=p_j(x)p_j(h)p_j(x{)}^{-1}$ in $G_j$.

Conversely, suppose $p_j(g)$ and $p_j(h)$ are conjugate for every $j$. Define the nonempty finite setEvery transition map $G_j\to G_i$ carries $X_j$ into $X_i$, so the $X_j$ form an inverse system. By the nonemptiness theorem for inverse limits of finite sets, there is a compatible tuple $(x_j)\in {\underleftarrow{\lim }}_j{X}_j\subseteq G$. Coordinatewise equality then gives $xh{x}^{-1}=g$. This proves the finite-quotient criterion for conjugacy in a profinite group.