A monic degree-5 polynomial in $\mathbb{Z}_{5}[x]$ for which all elements of $\mathbb{Z}_{5}$ are roots I found is $(x^5 - x)$ since
$f(1) \equiv$ 0(mod 5) $f(2) \equiv$ 0(mod 5) $f(3) \equiv$ 0(mod 5) $f(4) \equiv$ 0(mod 5) $f(5) \equiv$ 0(mod 5).
I am wondering, however, if there could be more than one answer. I noticed that $(x^5 - x)$ is a difference and can be factored but I don't know if that is a good conjecture.