My company I paying small Christmas bonuses this year; from my past experience, the tax % on bonuses is different than the one obn regular salary.
The Payroll department does not agree with me and is adding the bonus to he regular salary.

What is the correct procedure?

Depends how the bonus is paid. If they do it as a separate payment to you they should withhold at a flat 25% rate (at least, that's the rate my employer withheld, back in the good old days when bonuses were actually being paid). But if instead they include the bonus amount as a one-time adder to your regular pay they will withhold at the rate appropriate for the total amount of that paycheck. In this case the rate of withholding may very likely be higher than the rate for your normal paychecks - reason is that the withholding rate for paychecks assumes that the amount of your paycheck is constant for each pay period throughout the whole year. For example, if you are paid monthly and the company gives you a one-time bonus of $5000, the withholding rate assumes that your annual income is now $60,000 higher ($5K times 12 months) - this may well be enough to push you to a hgher tax bracket for that paycheck. Of course if they do it this way and withhold too much you will get it back in a refund when you file your taxes at the end of the year.

My boss cuts separate checks for xmas bonus' to keep them from jumping into the next tax bracket, too.