The Custom Key Map tool would be what you use, but I can't select a CallHandler for this such as "System Transfer" would work. But... you can't change the Custom Key Map. You can change the order of 1,2,3,4 but not add CallHandler. It would be a great feature I think that should be added.
I would think you after you have listened to your messages, hit the "*" key back out or exit the mailbox to a CallHandler, such as Open Greeting, or your own configured here. Here, you can configure a key to use the System Transfer.