Here is a fleshing out of the $2$-line (!) proof given in Bruns-Herzog:
$\newcommand{\Ext}{\text{Ext}}$
Recall that $C$ is a canonical module of $R$ iff $\dim_k \Ext^i_R(k, C) = \delta_{id}$, where $d = \dim R$, i.e. $\Ext^i_R(k,C) = 0$ if $i \ne d$, and $\Ext^d_R(k,C) \cong k$. The remark that the fibre of $R \to \hat{R}$ is $k$ seems to just say that the special fiber ring of $\hat{R}$ is isomorphic to $k$, i.e. $\hat{k} \cong \widehat{(R/m)} \cong \hat{R}/m\hat{R} \cong R/m \cong k$. The main result that is being used is the following:
Proposition: Let $R \to S$ be a ring map making $S$ flat over $R$, and $M, N$ $R$-modules. If $R$ is Noetherian and $M$ is finite, then $S \otimes_R \Ext^i_R(M,N) \cong \Ext^i_S(S \otimes_R M, S \otimes_R N)$ for every $i$.
Now as to the proof: $R \to \hat{R}$ is flat, $R$ is Noetherian, and $k$ is finite over $R$. By the proposition, $\hat{R} \otimes_R \Ext^i_R(k,\omega_R) \cong \Ext^i_{\hat{R}}(\hat{k}, \widehat{\omega_R}) \cong \Ext^i_{\hat{R}}(k, \widehat{\omega_R})$ for every $i$. Now $\dim R = \dim \hat{R} = d$, and if $i \ne d$, then $\Ext^i_{\hat{R}}(k, \widehat{\omega_R}) = 0$, and if $i = d$, then $\Ext^d_{\hat{R}}(k, \widehat{\omega_R}) \cong k \otimes_R \hat{R} \cong k$. Thus $\widehat{\omega_R}$ is a canonical module for $\hat{R}$.