Some sites queue up withdrawals and process them all in one transaction - while the transaction itself will be larger and it means players will have to wait longer to receive their withdrawal, it'll be a saving compared to sending a separate transaction for every withdrawal. You could also give players the option to decide whether they'd be happy to take a higher transaction fee off their withdrawal in exchange for getting it sooner, perhaps combined with a loyalty bonus where you'd be willing to pay a larger share of the transaction fee for regular players.