(Re-posted with my updated username...)
While experimenting in Fusion 8 with some (Mac) OS X VMs, from 10.7 to 10.11, I found that the option to share Bluetooth devices with the virtual machine works in 10.7-10.10, while it doesn't seem to work in a 10.11 guest: where, besides not having any Bluetooth preference pane in System Preferences (and thus also no Bluetooth menu extra), System Information also won't find any Bluetooth device.
Strange...
... BTW, here's the KB article on Bluetooth sharing:
Hi SvenGus,
Welcome to VMware Fusion forum.
This issue can also be reproduced in our local machine, and I have reported this issue to our development. I'll refresh my comments asap if there is any update about this issue.
Thanks~