I've made a few things now using a RJ45 jack and a separate pulse transformer. To make the design smaller i'm looking to use a magjak or a RJ45 connector with the pulse transformer built in. The jack has the center tap pins tied together to a single pin. Does this mean that i need to tie the center pins together on the device and hook them to the single pin on the jack or is there some other connection scheme i'm not aware of?
Now that it has become clear that you are using a Lantronix module, as opposed to a PHY chip, the easiest solution is to find a MagJack that has both CT pins broken out, for example: ARJC02-111008B (just one of the cheaper connectors on Digikey).
I also mentioned in the comments that you could contact Lantronix support or see where those lines are connected on the module. While this will not help you to get the job done quicker, it may give you some good experience for your future projects.
The common mode level for the differential TX/RX pairs may be different on some phy's. I would not risk such an issue and find another ethernet jack with separate CT pins, so you can support separate common mode levels for TX and RX.
You could also contact Lantronix and ask if you can connect 1 CT to both TXCT and RXCT. However, you may find that they will tell you the same conclusion. After all, they broke out the pins separately, presumably so they can swap phy's on their modules while staying compatible with client's hardware.