This is a lower-tech alternative to Ross Millikan's answer for the Arithmetic Mean result (not using the hyperactive factorial function...), followed by a proof for the Geometric Mean (which occurred to me later).
Using $p_n\approx n\log n$ for large $n$, we need to prove
$${1\over n^2}\sum_{k=1}^n{k\log k\over\log n}\to{1\over2}$$
But for any $0\lt r\lt1$ we have
$$(1-r)\sum_{k=\lceil n^{1-r}\rceil}^nk\le\sum_{k=1}^n{k\log k\over\log n}\le\sum_{k=1}^nk={n(n+1)\over2}$$
(Note, the lower limit on the lower bounding sum is $k=\lceil n^{1-r}\rceil$; for some reason it doesn't render well in the displayed version on my screen.) Now
$$\sum_{k=\lceil n^{1-r}\rceil}^nk={n(n+1)-(\lceil n^{1-r}\rceil-1)\lceil n^{1-r}\rceil\over2}\ge{n(n+1)-n^{1-r}(n^{1-r}+1)\over2}\ge{n^2\over2}\left(1-{1\over n^{2r}}-{1\over n^{1+r}} \right)\ge{n^2\over2}\left(1-{2\over n^{2r}} \right)$$
It follows that
$${1-r\over2}\left(1-{2\over n^{2r}}\right)\le{1\over n^2}\sum_{k=1}^n{k\log k\over\log n}\le{1\over2}\left(1+{1\over n}\right)$$
Finally, let's let $r=1/\sqrt{\log n}$ Then $n^{2r}=e^{2r\log n}=e^{2\sqrt{\log n}}\to\infty$ as $n\to\infty$. It follows that
$${1-r\over2}\left(1-{2\over n^{2r}}\right)={1-(1/\log n)\over2}\left(1-{2\over e^{2\sqrt{\log n}}}\right)\to{1\over2}$$
and the Squeeze Theorem does the rest.
Added later: The low-tech approach also handles the Geometric Mean. Since $p_n/(n\log n)\to1$ as $n\to\infty$, it suffices to show
$${1\over n}\sum_{k=1}^n\log\left(n\log n\over p_k\right)\to1$$
If we write $p_k=(1+\epsilon_k)k\log k$ (for $k\gt1$) and note that $\epsilon_k\to0$ as $k\to\infty$, and again let $r=1/\sqrt{\log n}$ (with $n\gt2$), we have
$${1\over n}\sum_{k=1}^n\log\left(n\log n\over p_k\right)={1\over n}\sum_{k=1}^{\lfloor n^{1-r}\rfloor}\log\left(n\log n\over p_k\right)+{1\over n}\sum_{k=\lceil n^{1-r}\rceil}^n\log\left(n\log n\over (1+\epsilon_k)k\log k\right)\\
={1\over n}\sum_{k=1}^{\lfloor n^{1-r}\rfloor}\log\left(n\log n\over p_k\right)
-{1\over n}\sum_{k=\lceil n^{1-r}\rceil}^n\log(1+\epsilon_k)
+{1\over n}\sum_{k=\lceil n^{1-r}\rceil}^n\log\left(\log n\over\log k\right)
-{1\over n}\sum_{k=\lceil n^{1-r}\rceil}^n\log\left(k\over n\right)$$
Now for large $n=e^{u^2}$ (so that $r=1/u$), we have
$$0\lt{1\over n}\sum_{k=1}^{\lfloor n^{1-r}\rfloor}\log\left(n\log n\over p_k\right)\lt{1\over n}\sum_{k=1}^{\lfloor n^{1-r}\rfloor}\log\left(n\log n\over 2\right)\lt{\log(n\log n/2)\over n^r}={u^2+2\log u-\log2\over e^u}\to0$$
and
$$0\lt{1\over n}\sum_{k=\lceil n^{1-r}\rceil}^n\log\left(\log n\over\log k\right)\lt{1\over n}\sum_{k=\lceil n^{1-r}\rceil}^n\log\left(\log n\over\log n^{1-r}\right)\lt\log(1-r)\to0$$
We also have
$$\left|{1\over n}\sum_{k=\lceil n^{1-r}\rceil}^n\log(1+\epsilon_k)\right|\le\max_{\lceil n^{1-r}\rceil\le k\le n}|\log(1+\epsilon_k)|\to0$$
since the range over which the max is taken forces $\epsilon_k\to0$. Finally, we have
$$-{1\over n}\sum_{k=\lceil n^{1-r}\rceil}^n\log\left(k\over n\right)
=
{1\over n}\sum_{k=1}^{\lfloor n^{1-r}\rfloor}\log\left(k\over n\right)
-{1\over n}\sum_{k=1}^n\log\left(k\over n\right)$$
where
$$0\lt{1\over n}\sum_{k=1}^{\lfloor n^{1-r}\rfloor}\log\left(n\over k\right)\lt{\log n\over n^r}={u^2\over e^u}\to0$$
and
$$-{1\over n}\sum_{k=1}^n\log\left(k\over n\right)\to-\int_0^1\log x\,dx=1$$