Won't the ferrite bead (L3) will restrict sudden power requirement of bluetooth module (U4)
They are telling you to put a ferrite bead between the power connection of this module and the power connection to the rest of the board.  Perhaps they know the module is susceptible to power supply noise of a certain frequency, but they may also be trying to protect the rest of the circuit from RF being fed back thru the power connection.

In any case, C15 is a decoupling capacitor that they probably tell you to place physically close to the module, right across its power and ground pins.  C15 lowers the impedance of the local power net at high frequencies, so a little extra impedance from the power feed doesn't matter.  These two impedances are in parallel from the module's point of view.  As long as either of them is low, the power into the module will have low impedance and all will be well.

Calculate the impedance of C15 at the RF frequency, and you will see it is substantially lower than that of the ferrite bead.  The RF frequency is also high enough that a larger cap would probably have higher impedance at the RF frequency.

There should be no harm in paralleling C15 with a 100 nF cap for better impedance at lower frequencies.  However, mount C15 close exactly like they say, then add the 100 nF cap as a extra across C15 without compromising the placement of C15 itself.