I'll make an example of the functions $d_i(p)$:
d1[p_] = Sin[p]; d2[p_] = p^2 - 7;
Series-expansion of the solution for small $e$: I'll use $E=$F because the symbol E is already in use. The order of the series-expansion is set to 2 here but can be increased at will,
Assuming[F > 0, AsymptoticSolve[F == Sqrt[p^2 + m^2] + (e d1[p])/r + (e^2 d2[p])/r^2, {p, Sqrt[F^2 - m^2]}, {e, 0, 2}] // FullSimplify]
{{p -> (1/( 4 ((F - m) (F + m))^(3/2) r^2))(-e^2 (m^2 + 4 F (F - m) (F + m) (-7 + F^2 - m^2)) + 4 (F^2 - m^2)^2 r^2 + e^2 m^2 Cos[2 Sqrt[F^2 - m^2]] + 4 e F (-F^2 r + m^2 r + e F Sqrt[F^2 - m^2] Cos[Sqrt[F^2 - m^2]]) Sin[Sqrt[ F^2 - m^2]])}}
This is the solution that, for $e=0$, passes through $p_0=\sqrt{F^2-m^2}$. There is also the other branch that passes through $p_0=-\sqrt{F^2-m^2}$; choose the branch in the AsymptoticSolve input.
For the more complex problem in the comments, it's sufficient to extend the assumptions a bit:
Assuming[ma > 0 && mb > 0 && F > ma + mb, AsymptoticSolve[ F == Sqrt[p^2 + ma^2] + Sqrt[p^2 + mb^2] + (e d1[p])/r + (e^2 d2[p])/r^2, {p, Sqrt[(F - ma - mb) (F + ma - mb) (F - ma + mb) (F + ma + mb)]/(2 F)}, {e, 0, 2}] // Refine]
(lengthy output)