How to void or refund one time payment made to party

We have made a one time payment in the payment run, which has some other payments as well. The bank account for this particular payment was wrong and the payment was returned from the bank. Now we need to refund/void this payment. Because it is a one time payment and the supplier was not created for it, we cannot apply a credit note and refund. When I try to void the payment, it only gives me action to void all payments and no option to void this single payment. Does anyone have a solution for this?