Twilio has something called "Twimlets" that make setting this up very very simple. For voicemail you simply have to create a separate "twimlet" and have the resulting URL attached to the other one you use for the forwarding.
We use a twimlet for our business number. It simply plays a recording directing people to our support web page and email (phone support would be too expensive). A surprising number of places need a phone number; for example, Stripe includes it in the charge description.
