We have this set up on our IPO and it works well.
For example, my extension is 4320. I created short code 4330, using the following parameters:
Code: 4330
Feature: Dial3K1
Telephone number: 5557771212ss
Line Group ID: 0
For the telephone number, enter the external number, followed by ss. This passes through the CLI information from the originating caller. On my telephone, I press the call forward button and forward my calls to 4330. I generally forward to my cell phone, so my caller ID shows either the external party that’s calling my office phone or the four digit extension of the internal user. You just have to adjust the allocated answer interval according to what voicemail system you want picking up.
This is also based on your provider allowing you the ability to pass through CLI information. Our IPO is working off of a Verizon PRI which allows us to pass through the CLI.
Hope this helps.