It seems there are a lot of folks out there that have experienced the voicemail bug with Gingerbread for the HTC Thunderbolt. Reportedly, Verizon has heard your pain and apparently has suspended the OTA update in order to fix this bug. Supposedly, Verizon had this to say,
Right now we are calling this one a rumor, because there has been no confirmation of this statement. We will keep you informed.It has come to the attention of Verizon Wireless and HTC that customers using the Thunderbolt by HTC have experienced a voicemail notification error with the recent software update. As a result, the update has been temporarily suspended while the companies work together to resolve the issue. Verizon Wireless and HTC anticipate the update being available soon; customers will be notified directly on their devices when it is ready for download
Source: ThunderboltForums via PhanDroid