Does the trick of wrapping it into a derived table work for this case? (Based on http://www.xaprb.com/blog/2006/06/23/how-to-select-from-an-update-target-in-mysql/)
DELETE FROM employee
WHERE (empid, empssn) NOT IN (
SELECT empid, empssn FROM (
SELECT MIN(empid) AS empid, empssn FROM employee
GROUP BY empssn
) X
);
Edit Yep it seems to work this end.