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This is an elaboration on Gerry Myerson's comment. By Chebotarev's (or Frobenius') density theorem, there is a positive proportion of primes for which $x^n-q$ has no linear factor (assuming $q$ is such that this is irreducible over $\mathbb{Q}).$ In fact, this proportion is not too hard to estimate, but this will lead us too far afield. So, systematic search succeeds, and usually pretty quickly (for each $p$ use Berlekamp's algorithm, or some variant thereof, to factor).