This doesn't really solve the issue of a shortcut but when you have a voicemail you will get a notification in the bar at the top of the phone. If you touch the top of the phone and slide your finger down a drop down window will appear, then you just touch the voicemail icon and it will automatically dial into your voicemail.
As for the shortcut, I do not have a nexus so the process may be different with your phone but on my phone if I wanted to add a shortcut to voicemail I would have to do the following..... long pitted on the screen, select shortcut, select app actions, select contact, then scroll down and choose voicemail.