Depends on the kind of analysis you need to do. What kind of analyses are you going to do based on the managers? Are only the names going to be used or are you going to analyse managers by for example age group, income group or other attributes of the manager entity?
If not you could use a mapping table and applymap to replace the manager_surrogate_id with the managers name in the fact table. You wouldn't need a separate managers dimension table then.
If you do need to do analyses on attributes of managers then load the employee dimension twice, once as Employee dimension and once as Manager dimension. The two dimension tables should only be linked to the fact table, not to each other.
For the relations between employees and managers you can use the hierarchy and hierarchybelongsto functions to create a table that includes the hierarchical information about managers and employees.
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