To actually create a payment record for such employees in that situation you need to calculate their pay, which you do individually by clicking the "Calculate" button on the employee's current period tab. Of course in that case you may find that you get a tax refund for them if they're taxpayers with a cumulative tax code. (which is quite right, if you're going to give them a payslip they should get whatever tax refund is due on that payslip). But if they're not taxpayers, or their taxcode is not cumulative you will get a zero payslip and can print it.

[EDIT]. This response was actually written by 12Pay support. Not M Bryan. We'd logged in on Bryan's account to investigate something else, and didn't notice that before replying.