What if we can’t set up direct deposit fast enough to deliver final paycheck in time?

Q. A recently terminated employee demanded immediate payment of his wages and asked us to directly deposit the check into his bank account. I know that Minnesota law requires us to pay the wages through the employee’s last day of employment within 24 hours of his demand. While this employee was normally paid through direct deposit, we cannot coordinate a direct deposit within 24 hours. Can we just send the employee a check by mail?