In section 15.1 of Peskin and Schroeder, expression (15.9) is given for the comparator $U(y,x)$ in an infinitesimal expansion to second order:
$$U(x+\epsilon n, x)=\exp \left[-i e \epsilon n^{\mu} A_{\mu}\left(x+\frac{\epsilon}{2} n\right)+\mathcal{O}\left(\epsilon^{3}\right)\right]$$
This uses the assumption that $U(y,x)$ is pure phase and the restriction that $(U(x, y))^{\dagger}=U(y, x)$. I understood how expression (15.5) was achieved on the previous page, as it's a simple taylor expansion:
$$U(x+\epsilon n, x)=1-i e \epsilon n^{\mu} A_{\mu}(x)+\mathcal{O}\left(\epsilon^{2}\right)$$
But (15.9) is a mystery to me. I'm not sure how it is derived.