How to catch the Enter key received by Bluetooth?
It depends on what the enter key sends. It may be just CR (carriage return), LF (line feed), or both. You can check the ASCII table for the hex values for those characters.

LF is 0x0A and CR is 0x0D. Those are the characters you're looking for, you can add a if for these cases in order to guard the call to lcd.print(dato):

char dato= Serial1.read(); //Comprobamos el dato 
if (dato != 0x0A &amp;&amp; dato != 0x0F)
    lcd.print(dato);