If anyone searches for this later, I was able to make it work with a bunch of extra set up. Here is how I did it.

I had to set up an IVR menu with the options of continuing to hold or leave a voice mail. I set one up for each user. I also had to make a separate Message-Only Extension for each user. This basically becomes their regular voicemail due to the fact that I changed the "If no one answers" option. It said something about a loop.

Pressing 1 would connect to the users regular extension so it would ring their phone again (I recommend 3 rings on that extension). Pressing 3 is set to "forward to the voicemail of" the Message-Only Extension for that user.

In each users setup, I had to also change the option "If no one answers" from "Send to voicemail" to "Forward the call" to the correct IVR menu extension. I also had to change the "Forward All Calls" option to point to the Message-Only Extension.

To make it work, when our users step away from their desks, they have to go on DND AND have their "Forward All Calls" turned on (pointing to their new Message-Only Extension as mentioned above). You don't actually have to turn on DND but it helps the other users know you are away from your desk.

It is not a whole lot more for the user to do (check two options instead of just setting DND), but I feel like it is more than should be needed. It works though, so we are happy.