I have tried it and it works well! Now I am going to use this method for all  7 litter trays.

Here is the method:

Get 2 rectangular trays with small holes (those used for draining dishes or vegetables) and stack them up. Choose a size that fits into your litter tray. Check that there is at least a gap of about 1 cm between the bottoms of the 2 trays. Place newspaper in your litter-tray and put the 2 trays on top of it. Fill top tray with a thin layer of recycled paper pellets. The pee will flow through the gap onto the newspaper. The cats' paws and most of the pellets will stay dry.

Will try to take photos tomorrow.