Make sure that you create a Auto Attendant Recall Device in your Voice Mail Applications.
Then, in the programming for your menu, make sure that the Transfer Recall Destination is set to the be the extension number of the AA Recall Device
In this way, even if the destination phone is not forwarded, Flagged with System Forwarding, or whatever, the caller will go to a menu that says "That extension is not available, if you want to leave a Voice Mail, press One, or to try another extension, press 2". It won't just bounce back to the original transferring menu, creating the "endless loop".