Here is an elementary proof of convergence of the sequence:
Notice that $0 \leq a_n \leq 1$ for all $n$.
Consider the function $f(x) = x - \cos \cos x$.
This is increasing in $[0,1]$.
Now since $f(0) \lt 0$ and $f(1) \gt 0$, $f(x) = 0$ has a unique root (say $D$) in $(0,1)$, which is also the root of $x = \cos x$.
Now if $a_n \lt D$, then $a_n - a_{n+2} = f(a_n) \lt 0$
if $a_n \gt D$, then $a_n - a_{n+2} = f(a_n) \gt 0$
We also have that $g(x) = \cos x - D$ is decreasing in $[0,1]$ and thus if $a_n \lt D$ then $a_{n+1} \gt D$ and if $a_n \gt D$, then $a_{n+1} \lt D$.
Since $a_0 = 1 \gt D$
The sub-sequence $a_0, a_2, a_4, \dots$ is monotonically decreasing and bounded below and hence is convergent (to $D$).
Similarly, the sub-sequence $a_1, a_3, a_5, \dots$ is monotonically increasing and bounded above, and is convergent (to $D$).
Thus $\lim a_n = D$