Attempted solution, I think that this works:
The case $p=2$ is easy, so let us set $p \neq 2$.
Consider the recurrence
$$F_{n+1}(X)=XF_{n}(X)+F_{n-1}(X)$$
in the field $\mathbb Z_p(X)$.
Then, by a standard argument
$$\begin{bmatrix}
F_{n+1}(X) \\
F_n(X) \end{bmatrix}=\begin{bmatrix} X & 1 \\1 &0 \end{bmatrix} ^n \begin{bmatrix}
F_{1}(X) \\
F_0(X) \end{bmatrix}$$
The characteristic equation of $\begin{bmatrix} X & 1 \\1 &0 \end{bmatrix} $ is
$$Y^2-XY-1=0$$
with solutions
$$Y=\frac{X \pm \sqrt{X^2+4}}{2}$$
either in $\mathbb Z_p(X)$ or in an algebraic extension $\mathbb Z_p(X) \subseteq K$ of degree 2.
Since the eigenvalues are distinct, by Diagonalizing the matrix we get
$$\begin{bmatrix}
F_{p+1}(X) \\
F_p(X) \end{bmatrix}=P\begin{bmatrix} \left(\frac{X + \sqrt{X^2+4}}{2}\right)^p & 0 \\0 &\left(\frac{X - \sqrt{X^2+4}}{2}\right)^p\end{bmatrix} P^{-1} \begin{bmatrix}
F_{1}(X) \\
F_0(X) \end{bmatrix}$$
Now, using the Frobenius homomorphism we get
$$\begin{bmatrix}
F_{p+1}(X) \\
F_p(X) \end{bmatrix}=P\begin{bmatrix}\frac{X^p + (X^2+4)^\frac{p}{2}}{2^p} & 0 \\0 &\frac{X^p - (X^2+4)^\frac{p}{2}}{2^p}\end{bmatrix} P^{-1} \begin{bmatrix}
F_{1}(X) \\
F_0(X) \end{bmatrix}$$
Now, if everything works nicely, when we calculate $P,P^{-1}$ explicitly (this can likely be done with software) you get the desired result.