I play a Baalzebul Tiefling wizard and one of the perks is that I know the thaumaturgy cantrip.

The problem is that cantrip is restricted to clerics, so I can't add it as a cantrip because D&D Beyond locks it out to my class... Is there a way around this?

You don't need to. You already know it. The spell list and ability to add to it in the class section of the builder only applies to the class.

If you check your character from the character sheet - you will see that you have the cantrip on the spell list because it's a racial - not a class spell.