Start with the simplest possible maze (i.e. one square with a start and a finish) which will be in two pieces. Then show that all possible additions will not add further pieces except for when you "cut" into an existing piece to make a separate non-solution route (i.e. a looped route that takes you back to the same point).
(Having any loops in the maze would break the condition of there being only one solution as you could take a detour round the loop as many times as you like and thus have an infinite number of "solutions")