We know that European mercenaries have been active in African countries in the 20th century but were there any recorded cases of Africans employing European mercenaries before Africa was fully colonised in the late 19th century?
Yes, simply put European mercenaries were repeatedly found or reported fighting for African societies, of that there is little doubt.
Take the Almohad polity of the region northwest of the Atlas Mountains in present-day Algeria. By the late 16th century, the Portuguese had been removed from their port towns in the area by a Sultan Ahmad al-Mansur's 'reorganised army in which highly skilled cavalry was bolstered by muskets and Iberian mercenaries.' (Reid, Warfare in African History, p.50) Iberian mercenaries in this case refers to soldiers for hire from the Iberian peninsula of Portugual/Spain - by modern definitions European. In 1591, a Moroccan force of 5,000 men marched across the Sahara to assault Songhay, a sizable African state in West Africa. The majority of these Moroccan troops were Iberian mercenaries, reputed to have great skill with muskets, and including some recent converts to Islam (implying that the mercenaries had come also from the Christian areas of the Iberian peninsula).
However, there were also more 'typical' European mercenaries that didn't involve the whole Islam-dimension. In Angola, Portuguese gunmen were fairly common and well favoured for both their skill with melee weapons but also their firearms. In the Western Congo and Angola by the late 17th century, European's were found to be training and trading weapons with African polities without any official permission or support from European powers. Portuguese musketeers were found to be both fighting in and training large levies of musketeers in Angola, a role that was strictly mercenary with little, if any, political reasoning. Often these were either Portuguese troops who had abandoned their posts at trading stations, tempted by the offer of slaves and gold, or more commonly, slavers and traders who realised they could make more money by fighting for various African groups within inter-African conflicts.
It was not only Southern Africa which saw European guns for hire.
'Ulsheimer, for example, describes how in 1603-04 he and his shipmates at the request of the Oba of Benin helped to destroy a rebellious town in the vicinity of Lagos. Joining an army of 10,000 black soldiers, they used their two cannon to shoot away the town gates. They received in payment a woman captive each and also five 'lasts of pepper'. (R.S. Smith, Warfare and Diplomacy, p.58)
In sixteenth-century Borno, European mercenaries were used as part of a mixed force, and their firearms were apparently decisive in several battles, including that of Amsaka, as related by Ibn Fartua. In non combat roles, Europeans were hired as diplomats on the Gold Coast by African states, to secure political relationships with both other Europeans but also other African states.
A new book by James Cameron Monroe talks a bit about the role of mercenaries, and European mercenaries, in West Africa - see The Precolonial State in West Africa, p.79 but there isn't really too much literature on it. Maybe somebody in the future will seek to focus their research on this rather interesting topic but otherwise I think we may be restricted for the time being to references within other works.
Any questions, ask away.