I felt that there couldn’t be such an isogeny, but when I saw @DavidLoefflere’s@DavidLoeffler’s answer, I realized that I had an argument, too. The formal group of the elliptic curve would be of height two, defined over $\mathbb Z_p$, but such things don’t have $p$-isogenies: the quotient formal group is definable only over a suitably ramified extension.