Let $P \in \mathbf{Z}[x]$ monic and $V(x) = \underbrace{P \circ \ldots \circ P}_n(x)-x$.
If $a$ is a root of $V$, are $a$ and $P(a)$ Galois conjugates ?
Edit : user608470 found a counterexample. Do you think there is a chance to understand where the counterexamples come from ?
I found no counterexample with this magma script
R<x> := PolynomialRing(Integers()); P := x^4+x^3+1; n := 4;
Pn := x; for m in [1..n] do Pn := Evaluate(P,Pn); end for; V := Pn-x;
f := Factorization(V);
for l in [1..#f] do
h := f[l][1]; // a's minimal polynomial
(Evaluate(h,P) mod h) eq 0; // true so P(a) is a root of a's minimal polynomial
end for;
If $a,P(a)$ are conjugates in a finite field $\mathbf{Z}[a]/ \mathfrak{P}$ and $V'(a) \not \equiv 0 \bmod \mathfrak{P}$ then by Hensel lemma $a,P(a)$ are conjugates in the $p$-adic field $\varprojlim \mathbf{Z}[a]/\mathfrak{P}^m$ so they are also Galois conjugates over $\mathbf{Z}$.
Note $2 \in \mathbf{F}_5$ is a root of $P(P(P(x)) -x \in \mathbf{F}_5[x]$ with $P(x) = x^2+1$ and it isn't conjugate to $2^2+1$ so if the answer to the question is yes, it depends on special properties of $\mathbf{Z}$.