Ho chiesto aiuto da un'altra parte e mi è stata data questa risposta (è in inglese):
I don't know about a specific point where it converges, but in case it helps, the series converges at almost every boundary point.
Of course Carleson's theorem says that any $L_2$ Fourier series converges almost everywhere, but that's a stupendously deep result. The same result for lacunary series is much simpler. For example, the Fejer kernel is positive, hence has bounded $L_1$norm, which implies that any $L_2$ Fourier series is Cesaro summable almost everywhere. For a lacuary series there's a tauberian theorem: Cesaro summability at a point implies convergence at that point.
In fact your series is so lacunary that getting convergence from Cesaro summability is very simple. If $n!<m<(n+1)!$ the obvious estimates imply that:
$$|| s_mf-\sigma_{n+1}f||_{\infty}^2 \le ||f||_2^2 \sum_{k=1}^n \left| \left( \frac{k!}{(n+1)!} \right)^2 \right| \to 0 \quad \: (n \to \infty)$$
Ammetto che non mi è molto chiaro...