Should I continue to file my taxes even though the employer did not provide a state ID number but should have? The W-2 says it has been applied for. What should I do?

I found that even though Turbotax says when entering the W-2 "if the state ID is blank on the W-2, leave it blank here", you can't actually efile unless you enter a state tax ID number. It was actually quite frustrating.  One option would be to use the federal ID number (without dashes).  Another option would be to wait, if your employer has applied for a state ID.  A third option would be to file by mail, in which case instructions will usually tell you to staple a copy of the W-2 to the front page of the state return, so the state has the info even if there is no state ID.