Without loss of generality, we can create spherical coordinates such that $\mathbf{p}$ is along the $\theta=0$ axis.  Then, we can transform the integral into those coordinates to obtain
\begin{align}
  D(x-y) &=
  \frac{1}{(2\pi)^3}\,
  \int_0^\infty \int_0^\pi \int_0^{2\pi}
    \frac{1}{2E_{\mathbf{p}}} e^{i\, p\, r\, \cos\theta}\, \sin\theta\,
  ~\mathrm d\phi\, ~\mathrm d\theta\, ~\mathrm dr \\
  &=
  \frac{1}{(2\pi)^2}\,
  \int_0^\infty \frac{1}{2E_{\mathbf{p}}} \left[\int_0^\pi
    e^{i\, p\, r\, \cos\theta}\, \sin\theta\,
  ~\mathrm d\theta\right]\, ~\mathrm dr.
\end{align}
Now, the integral in brackets is not hard, but is left as an exercise for the reader, who might note that $\frac{ e^{i p r}- e^{-i pr}}{2ipr} = \frac{ \cos(pr)}{ipr}$.