Let $X$ be any such matrix. It must be diagonalizable over $\overline{\mathbb{F}_p}$ (because non-diagonalizable matrices have order divisible by $p$ due to the Jordan block), so it has two eigenvalues $\alpha, \alpha^p \in \mathbb{F}_{p^2}$ of multiplicative order $p + 1$. This means they multiply to $1$, so the characteristic polynomial of $X$ has the form
$$\det(tI - X) = t^2 - (\alpha + \alpha^p) t + 1$$
and must be irreducible (or else $\alpha \in \mathbb{F}_p^{\times}$ would have order dividing $p - 1$). Conversely, if $t^2 - at + 1$ is an irreducible quadratic with constant term $1$, then its companion matrix
$$X = \left[ \begin{array}{cc} 0 & -1 \\ 1 & a \end{array} \right]$$
has two eigenvalues of order dividing $p + 1$ in $\mathbb{F}_{p^2}$ and has the same order as the order of its eigenvalues.
The conclusion I reach from this is that this is essentially exactly as difficult as finding an element of order $p + 1$ in $\mathbb{F}_{p^2}$. Already there is no "explicit" way of finding an element of order $p - 1$ in $\mathbb{F}_p$ so I don't think there's an "explicit" way to do this either. What you can say, at least, is that they must be roots of the cyclotomic polynomial $\Phi_{p+1}(x)$.
If $p$ is odd then $t^2 - at + 1$ is irreducible iff the discriminant $\Delta = a^2 - 4$ is a quadratic non-residue which means finding $X$ as above is also at least as difficult as finding a quadratic non-residue, and again as far as I know there's no "explicit" way to do this either.