Should I return only OK message when server successfully created Employee object and then GET the updated list from server?
When you create the new Employee you should return 201 CREATED and possibly a representation of that newly created user in JSON or XML or what ever.
This creation request is completely independent to viewing the list of Employees.
Just because you do it from a page with a list of Employees doesn't mean that action is connected. You could just as easily create a new Employee from a completely different page that has nothing to do with listing Employees.
Imagine if you did this creation request from some other page where you aren't viewing the Employees and suddenly you get back a long list of Employees. That would make no sense.
The request and response should concern themselves just with the action being performed, and not worry about where in the app they are being called from.
Whether you need to now GET the list of employees again depends on how your framework does pagination. If pagination is server side the easiest thing is to simply GET the list of employees again and let the server figure out where in the list of employees the new employee should be found.
If you really want to avoid a second GET you could use the representation of the newly created Employee (returned in the body of the 201 CREATED) to try and figure out, on the client, if this Employee should be inserted into the current list of Employees or if this Employee even occurs on this page (if it doesn't then you don't need to reload the list)
But this means implementing pagination logic on both the server and the client. That is going to more complicated and error prone. So I would just do a second GET request and let the server worry about it.