[step:Reduce to finding distinct $a_1, \ldots, a_{p-1}$ with distinct sums $a_i + b_i$]It suffices to find pairwise distinct elements $a_1, \ldots, a_{p-1} \in \mathbb{Z}_p$ such that the $p - 1$ values $c_i := a_i + b_i$ for $i = 1, \ldots, p - 1$ are also pairwise distinct.
To see why: once such $a_1, \ldots, a_{p-1}$ are found, define $a_p$ to be the unique element of $\mathbb{Z}_p \setminus \{a_1, \ldots, a_{p-1}\}$ and $c_i = a_i + b_i$ for all $i$. The $a_i$ for $i = 1, \ldots, p$ form a permutation of $\mathbb{Z}_p$ by construction. For the $c_i$: since $\sum_{i=1}^p b_i = 0$ in $\mathbb{Z}_p$,
\begin{align*}
\sum_{i=1}^p c_i = \sum_{i=1}^p a_i + \sum_{i=1}^p b_i = \sum_{i=1}^p a_i.
\end{align*}
Both sums $\sum a_i$ and $\sum c_i$ equal $0 + 1 + \cdots + (p-1) = p(p-1)/2$. Since $c_1, \ldots, c_{p-1}$ are $p - 1$ distinct elements of $\mathbb{Z}_p$, the value $c_p$ is determined by the sum constraint, and it must be the unique element of $\mathbb{Z}_p \setminus \{c_1, \ldots, c_{p-1}\}$. Therefore $c_1, \ldots, c_p$ is also a permutation of $\mathbb{Z}_p$.[/step]