I can't understand exactly. Is it possible to use not EOS based tokens (eth for example) for payment purpose in EOS dapp directly. Or it can be done only via 3rd party exchanges?
Though cross chain communication is not inherently supported at this time, BancorX can be used to achieve this:
BancorX is the easiest way to convert tokens between blockchains without giving up possession of your crypto.
Now supporting Ethereum and EOS.