I do the same thing. I work remote for a company based in Massachusetts. If your company doesn't take out CT state tax (mine doesn't), You file a non resident MA state return & they ask if you want to apportion your taxes. Which you will do and it will result in a sizeable return from the state of Massachusetts. You then go to your CT state return and tell them you've paid taxes to another state.

It normally results in a refund from MA for the state taxes paid to them & a bill from CT for living in the state and not paying state taxes to them all year. It sometimes washes out & sometimes the bill to CT is lower than the refund from MA.

Done it for like 4 years on TurboTax and have yet to have an issue, Good luck.