In such a case, employees could pay Tax and Social Security in their own country, while they would receive their country's Statutory Bonuses.
If this is the case, they would take care of Tax, Social Security and Statutory Bonuses, and hence, they should not pay or receive anything from your end.
This would require the following:
A Tax Profile that is set at 0% Tax. Such a tax profile already exists by default, and can be found as "PT-0" or "FSS Part Time 0% Tax Method," as shown below.