Actually, you should only have 3 CDNs in your Call Pilot. One for Voice Messaging, another for MultiMedia and the third for Speech Recognition. The rest of the numbers going into the Call Pilot should be set up as Phantoms or ACD DNs. Having multiple CDNs for voice messaging, etc., can cause problems with the Call Pilot.
That being said, you do have to have a default ACD DN assigned to the main CDN for voice messaging and it should have a NCFW assigned to it so that in the event the Call Pilot goes down, that is where the calls will go.