When you go to retrieve your funds from WePay, there is an option to receive paper checks instead of linking your bank account. Here's how:

Go to wepay.com/home and then click on the "Settings" gear. From there, click on the "Settlement Details" tab. If you need additional help, please contact WePay support.

UPDATE: WePay has communicated to us that they plan to depreciate the paper check option beginning ~March 2021. Once this happens sellers will only be able to retrieve funds via electronic deposit to a bank account.