Both are valid. But the second option is more clear. And both can come across as being impolite, so be careful to speak in a humble or professional, so far as you deem it appropriate.
If you already have a strong dialectical understanding, then something as simple as "come" is plenty and is the most efficient and way to speak, so is a good choice. But be careful how you say it, because it can come across as very humble, or very bossy, depending how assertively you say it. I have no problem speaking so simply, and would do it in a low tone of voice, so as not to attract the unwanted attention of other people in the room which may be result in humiliation for the maid. I would only speak like this if I expect they will hear fine and understand fine. A hand gesture often helps with this. Sometimes, a hand & face gesture alone is enough - you may not even need to speak.
But if you are less familiar with them, it would be more polite and clear to say something like "please help me in the other room... follow me please" . Your phrase "come with me" is also quite clear but is a bit bossy so it depends what kind of relationship you have with them and how much either one of you cares about the tone of communication between you.