It seems to me that your problem is not convex unless you assume something about your functions $f_i$ (given that the minimisation is with respect to $x_i$). If, however, $f_i$ are linear functions, i.e.,
$$
f_i(x_i) = c_i'x_i + d_i,
$$
then,
$$
\bar{f}(x) = \frac{1}{n}\sum_{i=1}^{n}c_i x_i + d_i
$$
and the cost function becomes the square of a linear function
$$
\sum_{i=1}^n \left(c_i x_i + d_i - \frac{1}{n}\sum_{j=1}^{n}c_j x_j + d_j \right)^2,
$$
which is convex.
However, in general, this cost function may not be convex. Take for example $f_i(x_i) = \sin(x_i)$.
There is a little trick one may consider using here. If $f_i$ are invertible and $f_i^{-1}$ is known or can be computed, then we can replace $f_i(x_i)$ with $y_i$ and then the problem becomes:
$$
\min_{y_1,\ldots, y_n} \sum_{i=1}^{n}(y_i - \frac{1}{n}\sum_{j=1}^{n}y_j)^2,
$$
Then, once we have determined the optimisers $y_i^\star$, we can retrieve $x_i^\star=f_i^{-1}(y_i^\star)$.
Note. The square of a linear function $\phi(x) = cx + d$, where $c$ is a column vector and $x\in\mathbb{R}^n$, that is the function $\psi(x) = \phi(x)^2 = (cx + d)^2$, is covex. Indeed,
$$
\psi(x) = (cx+d)^2 = (cx)^2 + 2cx + d^2 = x'(c'c) x + 2cx + d^2,
$$
And notice here that $cc'\in\mathbb{R}^{n\times n}$ is a symmetric positive semidefinite matrix, therefore, $\psi$ is convex.