I don't make it obvious in my voicemail message. It's similar to my message on my personal phone. I don't want suspicious wives/partners finding my number and making it obvious to them who and what I am from the get go.
I too only call clients back if and when invited at the time they've requested.
I also don't answer texts or withheld numbers. It says so on my site and some still do. Although saying that, very rarely does a genuine client call from a withheld no.
I saw a gent a few weeks ago who called on a Saturday morning for a booking late afternoon. He left a message stating what he wanted and that he'd call back. It turned into a right palaver trying to arrange a suitable time and not being able to call him back. And sometimes I didn't have my phone to hand and I had to wait like a muppet for him to call back.
He was over from France with his wife and he was paranoid that if he showed his number I'd call him back. He left her sight-seeing, came and had his nookie, then went back to join her. What a runaround. Too stressful for me.
And then you do get the odd phone call from a client at a hotel who doesn't realise that the hotel exchange withholds their number.
But all in all, if a client is genuine, he will leave a message. But yes, ime the majority of withheld numbers are a waste of time.
And yes, I save numbers of those I don't like the sound of for various reasons, and of those who make multiple bookings with no intention of seeing me. It amazes how they think we're not clever enough to save their details. I don't tell any of them that I've saved their number. With cheap sim cards they can easily acquire another number and give you more grief. I simply just don't answer the phone. That way your time's not wasted in picking it up.