I don't have a source in front of me, but was it not a Roman soldier who killed Pompey as he landed in Egypt? I don't think that that was an example of desertion, but rather of a neglected local garrison, cut off from central control during the civil war, and coming under the sway of local potentates. Roman soldiers and magistrates could certainly be bribed for specific purposes if not induced to desert wholesale.

Another example is Quintus Sertorius in Spain. This is an example of a proto-civil war, really, except that Sertorius' power base in Spain were tribes like the Lusitanians who had had enough of being fleeced by Rome. To the 'Real Romans' he was nothing more than a deserter and rebel, and he was joined by other deserters and rebels in his fight against Sulla and Pompey.

But if you're looking for examples of Roman mercenary cohorts fighting for, say, Pontus, then I am not aware of any.