Get your taxes done using TurboTax

Yes, you still collected unemployment.  The correct procedure would be to cash the checks and then pay them back when unemployment marked them as an overpayment,  

Their computer system will not know how to handle getting back voided checks and you may be a long time trying to get things straightened out.  At some point, you may have to engage a lawyer to try to straighten out the confusion that this is going to cause.

In the past, when these things were done by humans, you method would have worked.