I don't care if they call the automated main line but I don't want to take calls on my personal extension. What is the procedure? They can call my cell while I'm at work but that probably defeats the purpose. Do they really need to talk to me on my work phone?

Yeah, they do need to talk to you on your work line, but it's only for a few minutes, and they won't ask you anything explicit.  When they called me, the woman on the phone asked me a few general questions about my line of work, said that I was all set, and wished me a nice day.  Your situation shouldn't be much different.