Giving the money back is not the right answer, and it does not appear your former employer is going to help you correct the problem (one that he created). Returning the bonus only hurts you and rewards the employer for bad behavior.
@macuser_22 is correct - he is violating tax law and about the only way to report it on your tax return (so you properly pay the tax on it) is to follow TurboTaxMinhT's instructions. Reason H would be proper even though you did not receive any form.
