This is better done by taking larger values of 'n' ..
Let $n = 2^{65536}$
So evaluating the iterated logarithmic function as defined in the question for $n = 2^{65536,$ we get :
$\log ^* (2^{65535}) = 1 + \log ^* (65536)$
$\qquad = 1 + 1 + \log ^* (16)$
$\qquad = 1 + 1 + 1 + \log ^* (4)$
$\qquad = 1 + 1 + 1 + 1 + \log ^* (2)$
$\qquad = 1 + 1 + 1 + 1 + 1 + \log ^* (1)$
$\qquad = 5$
Hence $\log ^* (2^{65536}) = 5$
Now $\log(\log(2^{65536}) = 16$
And this distance between log * (n) and log(logn) will further increase with increase of 'n'..
Hence log * n = O(log(logn)) is true
Now (log * n)! for the taken value of 'n' = 5! = 120
$ \log n = \log 2^{65536} = 65536$
And this distance will further increase with higher value of 'n'
Hence (log * n)! = O(logn) should be true as well.
Option C is clearly false as $\log^* n = o(\log n)$ as shown for option A.
Now
$(\log ^* n)^n = 5^{2^{65536}}$
$(\log n)! = (65536)!$
Now clearly the first one in this case is greater than the second one. One can verify this by comparing $5^{2^n} = (n!)$ ..So taking log both sides , we get : $2^n$ in LHS and $\log(n!) = n\log n$ in RHS so LHS > RHS .
Hence $(\log^* n)^n = \omega ((\log n)!)$ and not $O((\log n)!)$
Hence A,B) should be the correct option .