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The boundedness in the Sobolev space $H^1(U)$ and the weak sequential compactness of bounded sequences in a reflexive Banach space give a subsequence converging weakly to some $u\in H^1(U)$. For each integer $m\ge 2$, the Rellich-Kondrachov compactness theorem makes $H^1(U)\hookrightarrow L^m(U)$ compact because the dimension is two. Repeated extraction followed by the diagonal argument gives one subsequence $u_{n_k}$ converging strongly to $u$ in every $L^m(U)$ with integral $m\ge 2$.

For any finite real $p\ge 1$, choose an integer $m\ge \max \{2,p\}$. Since $U$ has finite measure, the Lp inclusion on a finite measure space givesThe same subsequence therefore works for every finite $p$.