Actually, 12 bytes
Based on Emigna's 05AB1E answer.
;;D@²r♀%♂Y╪i Ungolfing
Implicit input: n ;; Duplicate n twice. D Decrement one duplicate @ Switch n-1 with an n ²r Get [0 .. n**2-1] ♀% Get each item of the range modulo n-1 ♂Y Check for equality to 0 ╪ Split into chunks of length n i Flatten this list onto the stack Implicit print