Yeah, I got that "Connection Problem or invalid MMI code" code too after typing in the **004... code. However, I was able to successfully set up forwarding to my Google Voice by following the second step of instructions given. (Note: I recently bought this Galaxy S7 unlocked, previously T-Mobile carrier and need to set Google Voice as my voicemail - it was all set up on my previous phone, so I've done everything in Google Voice to set it up, and I had to of course install Google Voice on my new phone). Anyway, here's the instructions for setting up Google Voice as my voicemail on Galaxy S7:
(1) Tap phone icon to open phone app
(2) Tap 3-dot menu upper right corner
(3) Select: Settings
(4) Under CALL SETTINGS section select: More Settings
(5) Select: Call forwarding
(6) As the other person's instructions stated: leave the "Always forward" setting turned off, but tap the other 3 settings ("Forward when busy", etc.) and enter your Google number. Voila, all calls that you don't answer, for whatever reason, will go to your Google Voice where the caller will record a message, and you'll receive it via your Google Voice app.