Any state, say living at $t=0$, can be prepared by a path integral on the lower half Euclidean plane $\tau <0$ (where $\tau$ is imaginary time) with some appropriate insertions $\mathcal{O}$ away from $\tau =0$:
$$\tag{1} \psi(x) = \int_{x(t=0)=x}Dx e^{-S} \mathcal{O}. $$
To deduce the effect of applying $-i{\partial}_x$ to $\psi$, use (1) to expand $\psi(x+\delta x)$ as a path integral:
\begin{align}
\tag{2} \psi(x+\delta x) &= \int_{x(t=0)=x+\delta x}Dx e^{-S} \mathcal{O} \\
&= \tag{3}\psi(x) + \delta x \int_{x(t=0)=x}Dx \frac{\delta}{\delta x(0)}e^{-S} \mathcal{O} \\
&= \tag{4}\psi(x) - \delta x \int_{x(t=0)=x}Dx \left(\frac{\delta S}{\delta x(0)}\right)e^{-S} \mathcal{O}.
\end{align}
Comparing both sides, we see that applying $-i\partial_x$ to $\psi$ is equivalent to inserting $i\frac{\delta S}{\delta x(0)}$ in the Euclidean path integral. But $\frac{\delta S}{\delta x(0)}$ is nothing other than the momentum. To see this, recall how the action changes when we vary $x(\tau)$ for $\tau \leq 0$:
$$\tag{5} \delta S = \int_{\tau<0} d\tau \left(\frac{\partial L}{\partial x}-\frac{d}{dt}\frac{\partial L}{\partial \dot{x}}\right) \delta x(\tau) + \left[\frac{\partial L}{\partial \dot{x}}\delta x(\tau)\right]^{0}_{-\infty}$$
and so $$\tag{6}\frac{\delta S}{\delta x(0)} = \frac{\partial L}{\partial \dot{x}(0)} = p(0).$$
Therefore we've found that acting with $-i\partial_x$ is the same as inserting $ip$ into the Euclidean path integral. In Lorenztian signature this is equivalent to just inserting $p$ (with no factor of $i$), as we wished to show.