1) render voxels as you normally would (as lines), but also write the appropriate values into the hardwares Z-Buffer. Now you can render polygons as you normally would, and they should render correctly. The problem here is that im not sure you can write directly into the hardwares z-buffer. Anyone know if you can? Also, it seems like it would be slow.
2) Render voxels as quads (triangle strips, to be more exact). This wouldn't take much fussing around, and would probably be the fastest solution.