I live in NJ, work in PA and my employer deducted PA State Tax

Greetings:
I live in NJ and work in PA.  When I started working there early last year, my employer refused to take out NJ State taxes and told me I had to pay PA State taxes.  Now I'm doing my 2023 Tax Return and TT is showing a huge refund due from PA and an equally huge "taxes due" for NJ.  Do I have to file a PA Return to get a refund and then file a NJ Return to pay them??

Thanks!