Called support, spoke with two different folks. They both said it can't be done. Ohhh Really?
Your documentation page: http://support.ooma.com/office/transferring-calls/ says different, but the key sequence is apparently only for analog phones.
A better page appears to be this one: http://support.ooma.com/office-beta/how ... voicemail/
...but even following these instructions does not appear to work.
A bit of experimentation show that if you answer a call, then press transfer, then Press [*][*], dial the extension number, and then hang up, the transfer to that extensions voicemail does appear to work.
It looks like your documentation pages need to be updated and your support staff needs a training update.
I'm just posting this here to help others who may be looking for a solution to this question.