Formula for adjugate of matrix: $\operatorname{adj}(s\mathbf{I}-\mathbf{A}) = \mathrm{\Delta} p(s,\mathbf{A})$ The following (roughly) is written in the Adjugate Matrix Wikipedia page:

If
$$ p(t)~{\stackrel {\text{def}}{=}}~\det(t\mathbf {I} -\mathbf {A} )=\sum _{i=0}^{n}p_{i}t^{i}$$
is the characteristic polynomial of the real matrix $n$-by-$n$ matrix $\mathbf A$, then  
$$ \operatorname{adj}(s\mathbf{I}-\mathbf{A}) = \mathrm{\Delta} p(s,\mathbf{A})$$
where
$$ \mathrm {\Delta } p(s,t)~=\sum _{j=0}^{n-1}\sum _{i=0}^{n-j-1}p_{i+j+1}s^{i}t^{j} $$
is the first divided difference of $p$.

Can anyone prove this, or provide a reference, please.
I'm most interested in the case where $s=1$, since this then gives me a nice polynomial expansion of $\operatorname{adj}(\mathbf{I}-\mathbf{A})$ in terms of powers of $\mathbf{A}$, which is well-known already, I would guess. A proof or a reference for this special case would be welcome, too.

The statement is almost trivial if you employ the method of universal identities and assume that $A$ is diagonal. A more concrete proof is still not hard if you know the definition of an adjugate operator (as opposed to an adjugate matrix).
Without going down the full-fledged multilinear algebra path, an adjugate operator can be defined --- in a coordinate-free manner --- as follows. Let $f$ be the characteristic polynomial of a linear endomorphism $T$ on an $n$-dimensional vector space. Then $\operatorname{adj}(T)=g(T)$, where $g$ is the polynomial defined by $g(t)=(-1)^{n+1}\frac{f(t)-f(0)}{t-0}$. When a basis is chosen, so that the matrix of $T$ is $B$, the matrix $g(B)$ will be equal to the adjugate matrix $\operatorname{adj}(B)$ as conventionally defined by cofactor calculations.
In your case, the characteristic polynomial of $B=sI-A$ is
$$
f(t)=\det(tI-(sI-A))=(-1)^np(s-t)
=(-1)^n\sum_{k=0}^np_k(s-t)^k.
$$
Therefore $\operatorname{adj}(B)=g(B)$, where
$$
g(t)=(-1)^{n+1}\frac{f(t)-f(0)}{t-0}=-\sum_{k=1}^np_k\frac{(s-t)^k-s^k}{t}.
$$
It follows that
$$\begin{align*}
g(s-t)&=-\sum_{k=1}^np_k\frac{t^k-s^k}{s-t}
=\sum_{k=1}^np_k\sum_{j=0}^{k-1} s^{k-j-1}t^j\\
&=\sum_{j=0}^n\sum_{k=j+1}^n p_k s^{k-j-1}t^j
=\sum_{j=0}^{n-1}\sum_{i=0}^{n-j-1} p_{i+j+1} s^it^j\\
&=\Delta p(s,t).
\end{align*}$$
and $\operatorname{adj}(sI-A)=g(sI-A)=\Delta p(s,A)$.
