So which one should it be? Do you take the risk and invent a job or do you want to keep running the race knowing the possibility of winning is very low and you may never reach the finish line?
My friend, let your passion and destiny guide you, the two are good, it depends on how lucky we are in our paths in life. Some people are in the wrong countries and environments, while others are not, and some people are in the wrong profession while others are in the right profession. These are the factors and they are regardless of whether they create jobs or be employees, if you are in the right profession, you will make it.
As some might believe that creating jobs for themselves is the best, have they also thought of those who did this and even tried it in many fields but failed? As we think of the good side of anything, we should also think of the challenges attached to it, it's not everybody that creates a job or project that is successful in it. The same thing goes for employment, some people are so lucky in their employment pursuits and made a very good career in it, whereas some people are so unlucky in this. The latter is often caused by the unavailability of quality employees in some countries, while the environment of some people even in a good country is not encouraging, which they need to change instead of complaining.
In light of these two points, I am neutral on this, if you could be gainfully employed and earn good money there, you should go for it, even at that, nothing is stopping you from having your side business(s) as an employee. Also, you can create a job for yourself and others if that is your passion, but if it's not working for you, there is nothing bad in trying to be employed, so try your luck.
This last piece of advice was applicable to a person I know in my neighbourhood recently, he had worked as a mechanic for over 10 years. But it wasn't easy anymore when he got married and had two kids, he had to abandon the profession and he's current working for the Customs services in my country. It's better to neutrally study the situation and act accordingly, and one shouldn't be the priority over the other unless it's your passion.