Wow, talk about doing it the hard way. For sure you cannot connect same pins together and expect it to work. If this were at least a little bit possible, then you would have to connect RX to TX and vice versa and connect a power supply, and skip all the status pins. However I am not sure if the sfp module needs some special form of control or is just a dumb receiver and transmitter.
Moreover, isn´t this why an optical patch panel is usually used, instead of a bunch of botched sfp modules?