If you meant $a \in \mathbb{F}_p^*$ then this answers the question.
Let $g(x) =x^p-x = \prod_{n \in \mathbb{F}_p} (x-n)$. For any $m \in \mathbb{F}_p$ : $g(m) = 0$. Take $a \in \mathbb{F}_p^*$. Then $f(x) = g(x)-a$ has no roots in $\mathbb{F}_p$.
Let $\beta$ be one of its root in $\mathbb{F}_{p^k}$ the splitting field of $f$. Since $g(\beta+n) = g(\beta)$, the other roots of $f$ are $\beta+n,n \in \mathbb{F}_p$.
Thus, $\sigma \in Gal(\mathbb{F}_{p^k}/\mathbb{F}_{p})$ sends $\beta$ to $\beta+n$. Since $f$ doesn't split completely in $\mathbb{F}_p$ we can choose $\sigma$ such that $\sigma(\beta) \ne \beta$ so that $n\ne 0$. Therefore $n$ generates $(\mathbb{F}_p,+)$ and the iterates of $\sigma$ act transitively on the roots of $f$, which means $f$ is irreducible over $\mathbb{F}_p$.
All this to say $\mathbb{F}_p(\beta)=\mathbb{F}_p[x]/(f(x))= \mathbb{F}_{p^{\,p}}$ which is the splitting field of $f$.
Since $p$ is prime, there is no subfield between $\mathbb{F}_p$ and $\mathbb{F}_{p^{\,p}}$, and hence there are two possible cases if $K$ is an extension of $\mathbb{F}_p$ :
Or $\mathbb{F}_{p^p} \subseteq K$ and $f$ splits completely over $K$,
Or $\mathbb{F}_{p^p} \not\subseteq K$ and $f$ is irreducible over $K$.
If you meant $a \in K^*$ is algebraic over $\mathbb{F}_p$ then it depends on $f$ having a root in $\mathbb{F}_p(a)=\mathbb{F}_{p^N}$ or not. If it has no root, repeat the same argument with $\sigma \in Gal(\mathbb{F}_{p^{N}}(\beta)/\mathbb{F}_{p^N})$. You get again that the $p$ roots of $f$ are $\beta+n$ and the iterates of $\sigma$ act transively on those, therefore $f$ is irreducible over $\mathbb{F}_{p^N}$ and splits completely in $\mathbb{F}_{p^{N}}(\beta) = \mathbb{F}_{p^{N}}|x]/(f(x))=\mathbb{F}_{p^{pN}}$. Again $[\mathbb{F}_{p^{pN}}:\mathbb{F}_{p^{N}}]= p$ is prime so there are no subfield between the two, and there are two possible cases if $K$ is an extension of $\mathbb{F}_p(a)=\mathbb{F}_{p^{N}} $ :
Or $\mathbb{F}_{p^{pN}} \subseteq K$ and $f$ splits completely over $K$,
Or $\mathbb{F}_{p^{pN}} \not\subseteq K$ and $f$ is irreducible over $K$.