I have a Samsung Galaxy, but maybe they work the same. This is what I do to retrieve a voicemail that I accidentally deleted:
1. Open the voicemail icon
2. Go to the very top of the phone and click where it reads Inbox.
3. A small scroll down menu should appear with Inbox, Trash, SD Card.
4. Click on the trash icon and you will be able to retrieve whatever voicemail you had deleted.