Actually, probably the easiest way to test Bluetooth code is to get 2 PCs and outfit each with a Bluetooth transceiver. USB ones are quite inexpensive.
It's best to isolate the Bluetooth code from the rest of your app. since a desktop wouldn't normally be running J2ME. But then it's always easier to test if you can unit-test the subsystems individually, so isolation of the Bluetooth code is a good idea anyway.
An IDE is no substitute for an Intelligent Developer.