See: Irreducible Polynomials over a Finite Field
(search "splits" there)
With q prime, let $g(x)=x(x^{{q^i-1}}−1)$ , why every element of $F_{q^i}$ is a root of g(x) ?
My hint:
a) 0 is easy
b) $F_{q^i}-\{0\}$ is a cyclic multiplicative group of order ${q^i-1}$ so its elements satisfy $x^{{q^i-1}}−1=0$
c) g(x) has now every root it can afford !
The rest of the proof uses Galois theory (that's why "degree divides i" in your post and why the algorithm in the wiki you gave is fast enough).
I would like to say thanks to you : your post and the algorithm motivate me to learn more about Galois theory.
The proof is found in: https://www.jmilne.org/math/CourseNotes/FT.pdf
You should save that file and use Foxit to read it, then search for "Each monic irreducible polynomial f of degree" in the PDF.
PS: on SEP1993 (Fermat's Year), in the mad rush to Fermat's Last, after studying math for ca 70 days, I directly read the chapter "Galois theory" in Serge Lang book ("Algebra") using TOP-DOWN method : I went back to previous chapters if necessary. The method worked thanks to this legendary book which I borrowed from a layman-library!! Now a SEARCHable e-version can be had for < 20 USD, I think.
Hint for graduates: free PDFs : https://www.jmilne.org/math/CourseNotes/