OK, all you need is a phantom extension that has voice mail coverage, and a "mailbox" that matches its extension number that is pointed to the auto attendant.
All of your MLX and TDL telephones have a 2nd "adjunct" extension number, for a module that goes into the MLX phones for single line interface that no one uses anyway. But the extension numbers are just sitting there, doing nothing, allowing you to use them for just such an application.
If your system is in "set up space", the default extension number for your first phone is 7100, and the first adjunct is 7300. I'm sure that your phones have been renumbered to something else that is more logical, but the adjuncts are probably at default.
To find your first adjunct number, in SPM go to Maintaince. Then Port, Station, dial "#01", Enter, Status, Next. Now you are looking at your first adjunct extension, and its extension number. Make a note of it. If it is 7300, and you would like it to be something closer to your current extension numbers, you can renumber it. Say your extensions are in the 100 range, maybe make it 199. In SPM, go to System Renumber, Single, Adjunct, dial the old extension numner, Enter, dial the new number (199), Enter.
Put this adjunct extension number in the Voice Mail Cover Group. Normally this is group 30. Extensions, More, Group Cover, dial 30, Enter, press Inspect (Page Down). If you see the other extension numbers that go to voice mail, you've got the right group. Back, Group Coverage, dial 30, Enter, dial the extension number (199), Enter, Inspect, make sure the new number is there. If the screen doesn't show all the extension, hit More to see the next page.
Now log into the Merlin Messaging's System Administrator's mailbox, press 9 for programming, 2 for extensions, dial the extension number and # (199#), and press 3 to assign an auto attendant to the extension. Enter the auto attendant number (1 through 4), and listen to the prompts to mard it as "without a phone", even though you have the adjunct "phone" that points to it.
Now you should be able to simply dial extension 199 (or whatever you used) or transfer a caller to it, and be answered by the auto attendant.