You can purchase an item from a seller on bonanza.com with Amazon checkout and it will bring you back to bonanza.com after the transaction. All of this is done without requiring the seller to update their return URLS in their checkout pipeline settings.

Bonanza just requests the sellers merchants id, access key, and secret access key.
How can I also do this without requesting users to add a return URLS in their settings?

Bonanza says they send all necessary information to Amazon during checkout, and do not need to set any “Checkout Pipeline Settings” in Seller Central. Any settings you have there will not be used for Bonanza transactions.