I am in the same boat here. I am trying to pair my iPhone 6 to my rMBP 15 (late 2013) and they cant pair. The message is very strange:
"Connection Unsuccessful, XXXXX MacBook PRo not supported, Forget Device"
I am trying to share the Wifi my Mac is connected to, over Bluetooth so that I can browse through my iPhone. This doesn't seem to be a so crazy thing what I am trying to do. And the message doesn't make any sense....It sounds like an Apple glitch, I am using iOS 8.3 and OSX 10.10.3.