If not, how would you best approach this issue?
For us, different sites have different categories, and also, not always the same number of categories.
At the moment, when we create a category, it gets created for all sites and only thing we can do is rename it on different sites.
If we delete a category from one site, it gets deleted on all sites.
Only solution that I can think of at the moment, is to have all categories created on all sites. In backend, all categories would be visible and available on all sites. On frontend we would just display only those categories which have entries in them, per site.
But we are talking about a lot of categories here, it would be messy.
Any better solutions?