You could have the supervisor's phone share all the DN's for which he/she wants to see if there are any messages.
Do note that the MWI light can be lit for only one button on the phone. So, by default, if there is a message for the first button then the MWI light will go on and there icon next to the button will show an envelope. For other buttons, the MWI light will not be on. But, the icon next to that button will show an envelope.
If you want to light the MWI light for a particular button then you would use the mwi-line CLI...
http://www.cisco.com/en/US/docs/voice_ip_comm/cucme/admin/configuration/guide/cmevmail.html#wp1023122