Yeah, set the egress point back to their local offices instead of centralizing it.
Otherwise, not really. Geolocation isn't embedded into DNS requests, or "tagged," as such. Google (for example) gets a request from a client, looks up the originating IP and then matches that up against a geo-ip database to determine what country that client is in, and redirects it appropriately. As that process is entirely out of your control, on systems you don't own, you can't really do anything about it, short of making sure the originating IP of your clients is actually located where they are.
You could maybe use Group Policy or proxy settings to manage groups of users so that the German ones go to google.de and the Spanish ones go to google.es, and so on, by basically forcibly re-redirecting them or explicitly directing to google.de instead of google.com, but you'd have to do that for every domain that does geographically-based redirects or checks, which would probably be a rather large pain in the ass. Certainly seems better to me to just let traffic exit from each office location than forcing it to exit from a central one.