As usual in such examples, there is no need to integrate against a test function.  One can simply use the fact that if a sequence (or net) of distributions converges in the distributional sense, then so does the one obtained by differentiating term by term.  In particular,  this applies when the sequence consists of functions which converge in pretty well any sensible classical sense, e.g., locally $L^1$ as in the case in point, that of the functions which are defined as $x^{\epsilon}$ on the positive real axis, and $0$ elsewhere.  They converge to the Heaviside function  and we can differentiate to obtain the required result.  

Most of the examples of $\delta$-sequences in the literature can be verified in this way: consider the terms’ primitives and show that they converge to the Heaviside function.  The result then  follows as above.

The first example (Sokhotsky) in the question can be proved in one line, after integrating $\dfrac{\epsilon}{x^2+\epsilon^2}.$