I use Pocket Informant, and it will save the commas. I was just trying it out for work voicemail, and it dialed the number, paused, then entered my extension and password, but it wouldn't log in. It jumbles the numbers all together and the voicemail system won't recognize it. YMMV, though.
I have my work email set up as a voicemail speed dial, and with the extra digits there, it dials the extension and password normally and logs in just fine...