There is a very ampleness condition due to Delorme in [Del75a]. You can also look at [BR86] for an English reference. We have changed the dimension $n$ in your notation to an $r$ to closer match the notation in these references.
We start with some definitions.
Definition [Del75a, Def. 2.1; BR86, Defs. 4B.1, 4B.2, and 4B.3]. We let $m_J := \operatorname{lcm}\{a_i \mid i \in J\}$ for every non-empty subset $J \subseteq \{0,1,\ldots,r\}$, and let $m := m_{\{1,2,\ldots,r\}}$. Now set
$$G := \begin{cases}
-a_r & \text{if $r = 0$, and}\\
\displaystyle-\sum_{i=0}^r a_i + \frac{1}{r}\sum_{2 \le \nu \le r+1} \binom{r-1}{\nu-2}^{-1} \sum_{\lvert J \rvert = \nu} m_J & \text{otherwise.}
\end{cases}$$
We then say that an integer $n \ge 0$ satisfies condition $D(n)$ if one of the following equivalent conditions hold:
Given a relation $\sum_{i = 0}^r B_ia_i = n + km$ with $k \in \mathbf{Z}_{>0}$ and $B_i \in \mathbf{Z}_{\ge0}$ for every $i$, there exist $b_i \in \mathbf{Z}_{\ge0}$ with $B_i \ge b_i$ for every $i$, such that $\sum_{i = 0}^r b_ia_i=km$.
Every monomial $\prod_{i=0}^r x_i^{B_i}$ of degree $n+km$ is divisible by a monomial $\prod_{i=0}^r x_i^{b_i}$ of degree $km$.
We then define $F$ to be the smallest integer such that $n > F$ implies $D(n)$ holds. We also define $E$ to be the smallest integer such that $n > E$ implies $D(mn)$ holds. Note that $mE \le F$.
One can then show that $F$ is finite and $F \le G$ [Del75a, Prop. 2.2; BR86, Prop. 4B.5]. The proof is a double induction on $k$ and $r$, and boils down to the pigeon-hole principle.
With notation as above, we then have the following:
Theorem [Del75a, Prop. 2.3; BR86, Thm. 4B.7]. Let $X = \mathbf{P}(a_0,a_1,\ldots,a_r)$ be a weighted projective space over a commutative ring $A$, where $a_i \ge 1$ for every $1$. With notation as above, we have the following:
$\mathcal{O}_X(m)$ is an ample invertible sheaf.
If $n > F$, then the sheaf $\mathcal{O}_X(n)$ is globally generated.
If $n > 0$ and $n > E$, then the sheaf $\mathcal{O}_X(nm)$ is very ample.
We prove (3), since this is what you are interested in. For every $p \in \mathbf{Z}_{>0}$, the condition $D(mn)$ implies that every monomial of degree $pmn = (p-1)mn + mn$ in $A[x_0,x_1,\ldots,x_r]$ is divisible by a monomial of degree $(p-1)mn$. Thus, the $mn$th Veronese subring $A[x_0,x_1,\ldots,x_r]^{(mn)}$ of $A[x_0,x_1,\ldots,x_r]$ is generated in degree $1$ over $A$.
You can therefore embed $X$ into $\mathbf{P}^N_A$, where $N$ is the number of generators of $A[x_0,x_1,\ldots,x_r]_{mn}$, by
$$X = \operatorname{Proj}\bigl(A[x_0,x_1,\ldots,x_r]\bigr) \simeq \operatorname{Proj}\bigl(A[x_0,x_1,\ldots,x_r]^{(mn)}\bigr) \hookrightarrow \mathbf{P}^N_A.$$
Unraveling the definitions given above, we note that in particular, setting
$$n = \biggl\lfloor\frac{1}{m}G\biggr\rfloor+1$$
works.
References
[BR86] Mauro Beltrametti and Lorenzo Robbiano, "Introduction to the theory of weighted projective spaces," Exposition. Math. 4 (1986), no. 2, 111–162. mr: 879909.
[Del75a] Charles Delorme, "Espaces projectifs anisotropes," Bull. Soc. Math. France 103 (1975), no. 2, 203–223. doi: 10.24033/bsmf.1802. mr: 404277.
[Del75b] Charles Delorme, "Erratum: 'Espaces projectifs anisotropes'," Bull. Soc. Math. France 103 (1975), no. 4, 510. doi: 10.24033/bsmf.1812. mr: 404278.
One thing you have backwards here is that you don't want a map $A\to A'$, you want a map $A'\to A$ (every nonzero ring has a nonzero map from $\Bbb Z$ because it's an initial object, but not that many rings have a nonzero map to $\Bbb Z$: no field does, for instance, so $A_0$ can't be a field if you want a map $A\to A'$).
You are almost correct with your definition of $p'$: the way we get $p'\subset A'$ is by letting $(p')_d = p_{d\delta}$ for $d>0$, and letting $(p')_0$ be the intersection of $p$ with the image of the canonical map $\Bbb Z\to A_0$ given by sending $1\mapsto 1$.
From here you can just apply the argument from above the "Question and try": if $D(f_i)$ for some collection of $f_i$ homogeneous of positive degree cover $\operatorname{Proj} A$, then $D(f_i^d)$ cover $\operatorname{Proj} A'$ for the same collection of $f_i$, and the coordinate algebras of these affine pieces are the same and have the same gluing data.
Best Answer
They are the same thing. Let $A_*$ be a finitely generated graded ring. Like you say, you can consider the subring $A_{d*}$, something called the $d$-th Veronese subring. There is a natural map $\operatorname{Proj} A_* \to \operatorname{Proj} A_{d*}$ which is an isomorphism of schemes.
Here's how this then leads to the Veronese embedding: Take $A_*$ to be the graded ring $k[x_0,\ldots,x_n]$. Compose the isomorphism $\operatorname{Proj} A_* \to \operatorname{Proj} _{d*}$ with the natural embedding of $\operatorname{Proj} A_{d*}$ into $\mathbb{P}^{N-1}$, where $N$ is the dimension of the space of homogeneous degree-$d$ polynomials. The composition is what precisely what we call classically the Veronese embedding.
An example with low $n$ and $d$ may help. If $n = 1$ and $d = 2$, then $\operatorname{Proj} A_{2*} = \operatorname{Proj} k[x^2,xy,y^2]$, embedding naturally in $\mathbb{P}^2_k$. Can you match that with more classical descriptions of the Veronese embedding?