I have no clue - but if I was a "big" player I'd insist on being paid via a ltd company and funnel all my other benefits and activity through there. So I assume something happens along those lines.
As I mentioned in an earlier post, one way in which a club could help a player is through tax planning, and this is definitely a way to do that. However, the amount paid by the club shouldn't be affected - it's just the amount retained by the player.