Cannonball Conundrum
Python 3, 129 127 bytes
def f(p):
 x=2
 while 1:
  for i in range(x*x):
   if i//x*((p-2)*i//x+4-p)/2==i%x*(i%x+1)*((p-2)*i%x+5-p)/6==x:return x
  x+=1

A function that takes input via argument and returns the output.
This is an extremely naïve brute force, and takes a very long time for even moderately large p; the execution time will be ridiculous for anything approaching the given maximum for p of 2^16, but there is no reason why the program would not work, given sufficient time.
There are probably far shorter and faster ways of doing this, but I thought it would be good to post something to get this started off.
How it works
The return value x is initialised to 2, and then the program simply loops over all the p-gonal and p-gonal pyramidal numbers up to order x. If the current p-gonal and p-gonal pyramidal numbers, calculated using the formulas, are equal to each other and to x, then x must be the relevant cannonball number and this is returned. Else, x is incremented, and the program tries again for the new value of x.
In terms of golfing, a Cartesian product is used to collapse the two for-loops for the p-gonal and p-gonal pyramidal numbers into a single loop, and the formulas were factorised further to save a few bytes.