Yes it comes under double taxation.
In Malta you pay a flat 35% on everything plus NI as an employee non resident.
In UK you fill in a tax return, and pay the difference in tax, that you would have paid (so not taxed twice).
I found out the hard way that the NI paid in Malta means you're not entitled to much back in the UK. Might be even worse due Brexit.
Speak to an accountant - if you're eligible I would go contractor and sort your own tax affairs. If you can live in Malta it would be better.