Again dz is the unique function such that
$$\lim_{(dx,dy) \rightarrow 0} \frac{|dz-\Delta z|}{|(dx,dy)|}=\lim_{(dx,dy) \rightarrow 0} \frac{|dz-\Delta z|}{\sqrt{dx^2+dy^2}}=0$$
or by the chain rule
$$dz=\left. \dfrac{d}{dt}f(x+t \, dx,y+t \, dy) \right|_{t=0} \\
=\left. \left( \dfrac{\partial}{\partial (x+t \, dx)} f(x+t \, dx,y+t \, dy) \right) \dfrac{d}{dt}t \, dx \right|_{t=0}+\left. \left( \dfrac{\partial}{\partial (y+t \, dy)} f(x+t \, dx,y+t \, dy) \right) \dfrac{d}{dt}t \, dy \right|_{t=0} \\ = \dfrac{\partial}{\partial x} f(x,y) \, dx + \dfrac{\partial}{\partial y} f(x,y) \, dy $$
All the epsilon-delta aficionados can just relax.