Edit: Also given $$ \lim_{z\rightarrow z_0} (z-z_0)f(z)=0 $$
It's easy to see that $g$ is holomorphic on $\Omega-\{z_0\}$, so we only need to worry about $g'(z_0)$. By definition, we have \begin{align*} \lim_{z\rightarrow z_0} \frac{g(z)-g(z_0)}{z-z_0} &= \lim_{z\rightarrow z_0} \frac{(z-z_0)f(z)-0}{z-z_0} \\ &= \lim_{z\rightarrow z_0} f(z). \end{align*} Thus, we need only to show that $\lim_{z\rightarrow z_0}f(z)$ exists. This is where I'm stuck. It makes perfect sense that if $f$ is holomorphic in a neighborhood of $z_0$, and $\lim_{z\rightarrow z_0}(z-z_0)f(z)=0$, then $f$ is continuous at $z_0$, but I'm having trouble showing this.
Thanks so much!