For all $j\in\lbrace1,\,\dots,\,n\rbrace$,
\begin{align*}
\frac{\partial}{\partial x_j}{||\mathbf{x}||}_{p}
&= \frac{\partial}{\partial x_j} \left( \sum_{i=1}^{n} |x_i|^p \right)^{1/p}\\
&= \frac{1}{p} \left( \sum_{i=1}^{n} |x_i|^p \right)^{\left(1/p\right)-1} \frac{\partial}{\partial x_j} \left(\sum_{i=1}^{n} |x_i|^p\right)\\
&= \frac{1}{p} \left( \sum_{i=1}^{n} |x_i|^p \right)^{\frac{1-p}{p}} \sum_{i=1}^{n} p|x_i|^{p-1} \frac{\partial}{\partial x_j} |x_i|\\
&= {\left[\left( \sum_{i=1}^{n} |x_i|^p \right)^{\frac{1}{p}}\right]}^{1-p} \sum_{i=1}^{n} |x_i|^{p-1} \delta_{ij}\frac{x_i}{|x_i|}\\
&= {||\mathbf{x}||}_{p}^{1-p} \cdot |x_j|^{p-1} \frac{x_j}{|x_j|}\\
&= \frac{x_j |x_j|^{p-2}}{{||\mathbf{x}||}_{p}^{p-1}}
\end{align*}