Consider the function $f(x,y)=(x+iy)^n$. Then the real and imaginary parts of this function are
$$
u(x,y)=\frac{1}{2}((x+iy)^n+(x-iy)^n)\\
v(x,y)=\frac{1}{2i}((x+iy)^n-(x-iy)^n)$$
so
$$
\frac{\partial u}{\partial x}=\frac{n}{2}((x+iy)^{n-1}+(x-iy)^{n-1})
$$
whereas
$$
\frac{\partial v}{\partial y}=
\frac{n}{2i}(i(x+iy)^{n-1}+i(x-iy)^{n-1})
$$
Verify also the other Cauchy-Riemann equation.
Is this legitimate? Yes, of course. We're just considering functions $\mathbb{R}\to\mathbb{C}$ and derivatives are perfectly defined as usual, with the usual properties.
If you don't trust this (but you should), you can do a proof by induction. Denote by $u_n(x,y)$ and $v_n(x,y)$ the real and imaginary parts of $f(x,y)=(x+iy)^n$. Then
\begin{align}
u_n(x,y)+iv_n(x,y)&=(u_{n-1}(x,y)+iv_{n-1}(x,y))(x+iy)\\
&=
(xu_{n-1}(x,y)-yv_{n-1}(x,y))+i(xv_{n-1}(x,y)+yu_{n-1}(x,y))
\end{align}
So
\begin{align}
u_n(x,y)&=xu_{n-1}(x,y)-yv_{n-1}(x,y)\\
v_n(x,y)&=xv_{n-1}(x,y)+yu_{n-1}(x,y)
\end{align}
Compute the partial derivatives and apply the induction hypothesis.