A 1-factorisation of a graph is perfect if the union of any two of its 1-factors is a Hamiltonian cycle. Let $n=p^2$ for an odd prime $p$. We construct a family of $(p-1)/2$ non-isomorphic perfect 1-factorisations of $K_{n,n}$. Equivalently, we construct pan-Hamiltonian Latin squares of order $n$. A Latin square is pan-Hamiltonian if the permutation defined by any row relative to any other row is a single cycle.