Here are some useful and well facts from Classical Fourier Analysis that may be used to solve this problem.
Denote by $\lambda_d$ the Lebesgue measure on $\mathbb{R}^d$. Recall the following results from Fourier analysis
Given a finite Radon measure $\mu$ on $\mathbb{R}^d$, its Fourier transform $\widehat{\mu}$ is defined as
$$\widehat{\mu}(\mathbf{t})=\int e^{-2\pi i\mathbf{t}\cdot \mathbf{x}}\,\mu(d\mathbf{x})$$
It is easy to check that $\widehat{\mu}$ is uniformly continuous bounded function.
Fact 1: Assume $f\in C_0(\mathbb{R}^d)\cap L_1(\lambda)$ with $\widehat{f}\in L_1(\lambda)$,and that $\mu$ is a finite Radon measure on $\mathbb{R}^d$. Then, $f\cdot\mu$ is a well defined Radon measure on $\mathbb{R}^d$, and its Fourier transform is given by $\widehat{f}*\widehat{\mu}$.
This follows by direct application of Fubini's theorem.
To go back to the OP's problem. Consider $\sigma_{d-1}$ as a measure on $\mathbb{R}^d$ supported on the sphere $\mathbb{S}^{d-1}$.
Fact 2: The Fourier transform $\widehat{\sigma_{d-1}}(\mathbf{t})$ is known to be a radial function given by
\begin{align}
\widehat{\sigma_{d-1}}(\mathbf{t})=c_d|\mathbf{t}|^{-\frac{d-2}{2}} J_{\frac{d-2}{2}}(2\pi |\mathbf{t}|)
\end{align}
where $J_m$ ($m>-1$)is the Bessel function of first kind, and $c_d$ is a constant depending on dimension $d$.
Functions in $L_1(\sigma_{d-1})$ can be approximated by smooth functions. Suppose first that $u\in C^{\infty}(\mathbb{S}_{d-1})$. Let $\rho\in C^{\infty}(\mathbb{R})$ such that $0\leq \rho\leq 1$, $\rho(1)=1$ and $\operatorname{supp}(\rho)=[1/2,3/2]$. The function $U(\mathbf{x})=\rho(|\mathbf{x}|) u(|\mathbf{x}|^{-1}\mathbf{x})$ for $\mathbf{x}\neq\boldsymbol{0}$ and $U(\boldsymbol{0})=0$ is a smooth function on $\mathbb{R}^d$ of compact support. Moreover,
$u\cdot \sigma_{d-1}=U\cdot \sigma_{d-1}$ since $U=u$ on $\mathbb{S}_{d-1}$. Consequently
$$\widehat{u\cdot \sigma_{d-1}}(t)=\widehat{U}*\widehat{\sigma_{d-1}}$$
The choice of $U$ implies that $\widehat{U}$ is a Schwartz function and so, $\widehat{U}\in L_p(\lambda)$ for all $p\geq1$.
Fact 3: For any $a>-1$, $f_a(x)=(1-|x|^2)^a_+$ is in $L_1(\lambda_d)$ and
\begin{align}
\widehat{f_a}(\mathbf{t})=k_{a, d}|\mathbf{t}|^{-\frac{d}{2}-a}J_{\frac{d}{2}+a}(2\pi |\mathbf{t}|)
\end{align}
for some constant $k_{a, d}$ depending on $a$ and the dimension $d$.
This in particular, for $d=1$, Fact 3 implies that $\phi_m(r)=r^{-m} J_m(r)\xrightarrow{r\rightarrow\infty}0$ for all $m>-1/2$. Hence $\widehat{\sigma_{d-1}}=\phi_{\frac{d-2}{2}}$ decays to $0$ for each dimension $d\geq2$.
As it was pointed out in Christian Remling's solution, the then boils down to checking whether $\widehat{U}*\widehat{\sigma_{d-1}}(\mathbf{t})$ decays to $0$ as $|\mathbf{\mathbf{t}}|\rightarrow0$.
One this has been established, the conclusion for all $u\in L_1(\sigma_{d-1})$ follows for density arguments.
Fact 4: It is known that $|J_m(t)|\leq C(m) t^{-1/2}$ for some $m>-\frac12$ and $t\geq 1$, where $C(m)$ is a constant depending on $m$
$\widehat{\sigma_{d-1}}$ is bounded and so $\int_{B_d(0;1)}|\widehat{\sigma_{d-1}}|^p\,d\lambda_d<\infty$ for all $p\geq1$. Outside $B(0;1)$ we have
\begin{align}\int_{B(0;1)^c}|\widehat{\phi_{d-1}}(\mathbf{t)}|^p\,d\mathbf{t}&\leq K_d\int^\infty_1r^{-(d-1)(\frac{p}{2}-1)}\,dr<\infty
\end{align}
whenever $(d-1)(\frac{p}{2}-1)>1$, that is $p>2+\frac{1}{d-2}$. This means that $\widehat{\sigma_{d-1}}\in L_p(\lambda_d)$ for all $p>2+\frac{2}{d-1}$. As $\widehat{U}\in L_{p'}(\lambda_d)$, where $\frac{1}{p}+\frac{1}{p'}=1$, it follows that $\widehat{U}*\widehat{\sigma_{d-1}}\in C_0(\mathbb{R}^d)$.
Comments:
Facts 2, 3 and 4 are well known results in Classic Fourier Analysis.
Fact 2 is a simple computation using spherical coordinates.
Facts 3 and 4 can be found for example in Jones, F., Lebesgue Measure on Euclidean space, Jones and Bartlett,2001, pp 344-347, or in Grafakos, L., Classical Fourier Analysis, 3rd Edition, Springer, 2014, pp. 577-580.
As for the statement at the end of the OP's posting, the statement holds for bounded measurable functions on $\mathbb{R}^d$ which are $T$-periodic in each component. However, notice that periodization yields integration over the $d$=dimensional torus $\mathbb{T}^d=(\mathbb{S}_1)^d$, not over the sphere $\mathbb{S}_{d-1}$ in $\mathbb{R}^d$. That can be shown by considering first a simple step function $\mathbb{1}_{[\boldsymbol{a},\boldsymbol{b}]}$ where $[\boldsymbol{a},\boldsymbol{b}]=[a_1,b_1]\times\ldots\times[a_d,b_d]$.