Payroll withholdings

[Neosavvy]

My former employer in Colorado, USA uses a payroll method ive never heard of. Every week they cut hand written checks that are considered to be advancements for hrs worked minus 20% "estimated" tax withholding. The excess funds are held until the end of the month when their cpa does the actual calculations and cuts hard checks for the difference. I wanna know how obscure a practice this actually is. Whether or not it's legal and why these excess funds weren't immediately and in fact still haven't been returned to me even though I've been separated from the company for almost 2 weeks