Ok, here's what I figured out after you asked me the question:
Recall how (the spinor representation of) Lorentz transformations act on gamma matrices:
S−1(Λ)γμS(Λ)=Λμ νγν⋯(1),
where according to Peskin and Schroeder,
S(Λ)=[SL(Λ)00SR(Λ)]⋯(2),
where SL and SR are transformations that act on left-handed spinor ψL and right-handed spinor ψR(see P&S's equation (3.37)). And
γμ=[0σμˉσμ0]⋯(3).
Plug (2) and (3) into (1) you immediately see
S−1LσμSR=Λμ νσν⋯(4).
Note SL acts on the row index while SR acts on the column index, and this is the meaning of
.... that the indices α,γ transform in the Lorentz representation of ψL, while β,δ transform in the separate representation of ψR...
Clearly this implies that σμ⊗σμ is invariant under the transformation of the LHS of (4). In terms of matrix entries, if we define
Iαγβδ:=(σμ)αβ(σμ)γδ⋯(5),
then
(S−1L)α′α(S−1L)γ′γIαγβδ(SR)ββ′(SR)δδ′=Iα′γ′β′δ′⋯(6).
We need to solve for Iαγβδ. Now clearly ϵαγϵβδ is a solution, because of the identity ϵijAliAkj=det(A)ϵlk, and our SL,SR both have determinant 1. The proportionality constant 2 can be obtained by comparing appropriate entries on both sides of the equation (σμ)αβ(σμ)γδ=const×ϵαγϵβδ.
Now the only gap remained is the uniqueness of the solution. To prove uniqueness it is convenient to re-write (6) as a matrix equation:I(SR⊗SR)=(SL⊗SL)I⋯(7),
where I and S⊗S are 4×4 matrices, in particular, the row index for I is the pair αγ and column index is the pair βδ. We are going to apply Schur's lemma to (7).
Recall in the standard representation theory analysis of Lorentz group, SL is in the (12,0) representation and SR is in the (0,12) representation, hence SL⊗SL≈(1,0)⊕(0,0) and SR⊗SR≈(0,1)⊕(0,0). Note they only share the 1-dimensional representation (0,0). Then Schur's lemma basically says in suitable basis, matrix I is block diagonal with a 3 by 3 block and a 1 by 1 block, and the 3 by 3 block is a zero matrix, and the 1 by 1 block of course is unique up to scaling. Then return to the original basis you start with, we conclude the matrix I must be unique up to scaling.
Q.E.D
A small caveat: the choice of basis (to have block diagonalization)is only unique up to an arbitrary linear combination within each invariant subspaces, and this freedom is implemented by multiplying a 3+1 block diagonal matrix to your original similarity transfomation, and you can easily show this does not affect the uniqueness.