You can cancel the bid and add the bidder to your blocked bidders list.
http://offer.ebay.ca/ws/eBayISAPI.dll?CancelBidShow
http://pages.ebay.ca/services/buyandsell/biddermanagement.html
You should also set your buyer requirements in My Ebay, Account, Site Preferences to block bidders in countries you do not ship to.
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Non payers should get unpaid item strikes and be added to block bidders lists. Period.