For simplicity let me state the question in this way.
Let $f$ be a holomorphic function on $\{z\in\mathbb{C}:0<|z|<2\}$. Suppose $f$ has an essential singularity at $0$. Do we have $$\int_{0<|z|<1}|f(z)|^p\,\mathrm{d}z=\infty,\qquad\text{for }0<p<2?$$
It can be shown using Hilbert space methods that when $p=2$ this is true (e.g., see here). Then this is true for all $p\geq2$, since the disk has finite measure. However, I wonder whether this is true for $p<2$ also.