What Peskin and Schroeder start here is a 3D Fourier transform from the (mixed) time-momentum domain to the time-space domain. Now you can calculate the steps from 3D integral to 1D integral explicitly (as in the first answer) but you can also directly apply the standard formula for the radial Fourier transform, which is presumably what Peskin & Schroeder did.
Radial Fourier transforms
There are simplified expressions for radial Fourier transforms. These expressions are in principle one dimensional integrals. Specifically for three spatial dimensions we have the radial transform and its inverse.
\begin{equation}%\label{}
F (p) \ \stackrel{\mathrm{def}}{\mbox{ $=$}}
\ ~~~4\pi ~~\frac{1}{p}~ \int_0^{\infty} ~r~\mbox{ f}(r)~ \sin(pr) \ dr
\end{equation}
\begin{equation}%\label{}
~\mbox{ f}(r) ~~\stackrel{\mathrm{def}}{\mbox{ $=$}}
~~\frac{4\pi}{(2 \pi)^3} ~\frac{1}{r}~\int_0^{\infty} p~\mbox{ F}(p)~ \sin(pr) \ dp
\end{equation}
If the functions are symmetric, that is, $f(r)=f(-r)$ or $F(p)=-F(p)$ then we can express the three dimensional radial transforms as one dimensional normal Fourier transforms so that we can use the standard Fourier transform tables.
\begin{equation}%\label{}
\mbox{ F} (p) \ \stackrel{\mathrm{def}}{\mbox{ $=$}}
~~-2\pi ~~\frac{1}{ip}~ \int_{-\infty}^{\infty} ~r~\mbox{ f}(r)~ e^{-ipr} \ dr
\end{equation}
\begin{equation}%\label{}
~~\mbox{ f}(r) ~~\stackrel{\mathrm{def}}{\mbox{ $=$}}
~~\frac{2\pi}{(2 \pi)^3} ~\frac{1}{ir}~\int_{-\infty}^{\infty} p~\mbox{F}(p)~ e^{+ipr} \ dp
\end{equation}
.
The n dimensional radial Fourier transforms
The generalized radial Fourier transforms for n-dimensions expressed as one dimensional integrals with the help of integer and half-integer order Bessel functions. The general radial transform and its inverse are
\begin{equation}%\label{}
\mbox{ F} (p) \ \stackrel{\mathrm{def}}{\mbox{ $=$}}
~~~~4\pi ~~~\frac{1}{p^{(n/2-1)}}~ \int_0^{\infty} r^{n/2}~~\mbox{ f}(r)~~ \mbox{ J}_{(n/2-1)}(pr) \ dr
\end{equation}
\begin{equation}%\label{}
~~\mbox{ f}(r) ~~\stackrel{\mathrm{def}}{\mbox{ $=$}}
~~\frac{4\pi}{(2 \pi)^n} ~\frac{1}{r^{(n/2-1)}}~\int_0^{\infty} p^{n/2}~\mbox{ F}(p)~ \mbox{ J}_{(n/2-1)}(pr) \ dp
\end{equation}
For odd number of spatial dimensions the half integer order Bessel function can be expressed in series of sine and cosine functions. The series are the spherical Bessel functions generated by a repeated differentiation.
The spherical Bessel functions of the first kind are related to the Bessel function by.
\begin{equation}j_n(x)~~ =~~\sqrt{\frac{\pi}{2x}}~J_{n+\frac{1}{2}} \end{equation}
which are generated by repeatedly differentiating the sync function.
\begin{equation}j_n(x)~~ =~~ (-x)^n\left(\frac{1}{x}~\frac{d}{dx}\right)^n\,\frac{\sin x}{x}~~~~~~\end{equation}
Hans