3 Expanded Answer
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In theory you should be able to save your VM pin in the Dialer settings. There is an option to turn OFF the default voicemail number and enter in your own. (For Verizon you would enter *86,0000# where 0000 is your pin, the comma can be accessed by pressing and holding down the "." key)

This worked on my WP7 phone (HTC Trophy) and I've tried several times on my HTC Windows 8X but continue to recieve an error message ("We're having trouble saving your voicemail number right now. Please try again later"). Don't know if it's a Verizon, Microsoft or HTC issue and have been unable to find anything about it on the web.

UPDATE

This appears to be a permanent limitation/feature of WP8. According to a Microsoft MVP, overriding the VoiceMail number to include your PIN is a security issue.

The system doesn't let you intentionally override security for voicemail. You can do this for numbers stored in your normal contact list, but you can't concatenate your password to the voicemail number.

In theory you should be able to save your VM pin in the Dialer settings. There is an option to turn OFF the default voicemail number and enter in your own. (For Verizon you would enter *86,0000# where 0000 is your pin, the comma can be accessed by pressing and holding down the "." key)

This worked on my WP7 phone (HTC Trophy) and I've tried several times on my HTC Windows 8X but continue to recieve an error message ("We're having trouble saving your voicemail number right now. Please try again later"). Don't know if it's a Verizon, Microsoft or HTC issue and have been unable to find anything about it on the web.

In theory you should be able to save your VM pin in the Dialer settings. There is an option to turn OFF the default voicemail number and enter in your own. (For Verizon you would enter *86,0000# where 0000 is your pin, the comma can be accessed by pressing and holding down the "." key)

This worked on my WP7 phone (HTC Trophy) and I've tried several times on my HTC Windows 8X but continue to recieve an error message ("We're having trouble saving your voicemail number right now. Please try again later"). Don't know if it's a Verizon, Microsoft or HTC issue and have been unable to find anything about it on the web.

UPDATE

This appears to be a permanent limitation/feature of WP8. According to a Microsoft MVP, overriding the VoiceMail number to include your PIN is a security issue.

The system doesn't let you intentionally override security for voicemail. You can do this for numbers stored in your normal contact list, but you can't concatenate your password to the voicemail number.

2 added 18 characters in body
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In theory you should be able to save your VM pin in the Dialer settings. There is an option to turn OFF the default voicemail number and enter in your own. (For Verizon you would enter *86,0000# where 0000 is your pin, the comma can be accessed by pressing and holding down the "." key)

This worked on my WP7 phone (HTC Trophy) and I've tried several times on my HTC Windows 8X but continue to recieve an error message ("We're having trouble saving your voicemail number right now. Please try again later"). Don't know if it's a Verizon or, Microsoft or HTC issue and have been unable to find anything about it on the web.

In theory you should be able to save your VM pin in the Dialer settings. There is an option to turn OFF the default voicemail number and enter in your own. (For Verizon you would enter *86,0000# where 0000 is your pin, the comma can be accessed by pressing and holding down the "." key)

This worked on my WP7 phone and I've tried several times on my HTC Windows 8X but continue to recieve an error message ("We're having trouble saving your voicemail number right now. Please try again later"). Don't know if it's a Verizon or Microsoft issue and have been unable to find anything about it on the web.

In theory you should be able to save your VM pin in the Dialer settings. There is an option to turn OFF the default voicemail number and enter in your own. (For Verizon you would enter *86,0000# where 0000 is your pin, the comma can be accessed by pressing and holding down the "." key)

This worked on my WP7 phone (HTC Trophy) and I've tried several times on my HTC Windows 8X but continue to recieve an error message ("We're having trouble saving your voicemail number right now. Please try again later"). Don't know if it's a Verizon, Microsoft or HTC issue and have been unable to find anything about it on the web.

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In theory you should be able to save your VM pin in the Dialer settings. There is an option to turn OFF the default voicemail number and enter in your own. (For Verizon you would enter *86,0000# where 0000 is your pin, the comma can be accessed by pressing and holding down the "." key)

This worked on my WP7 phone and I've tried several times on my HTC Windows 8X but continue to recieve an error message ("We're having trouble saving your voicemail number right now. Please try again later"). Don't know if it's a Verizon or Microsoft issue and have been unable to find anything about it on the web.