Implementing a Bluetooth HID device
If memory serves me right, the RN42 only allows you to use their defined HID descriptors. This would force you into using the keyboard, mouse, joystick, etc. The example that you linked to uses the Bluegiga WT12. The WT12 actually allows you to define your own HID descriptor. You could do a vendor specific report and define how the OS interprets the data being sent from your device. Keep in mind that using something like the scroll of the mouse profile will cause the OS to scroll wherever your mouse is focused at the time the data is sent.

You should be able to find other examples of the WT12 online. They might not be for PIC, but they should give you a general idea of how to use them. The WT12 using Bluegiga's iWRAP protocol.

You can also do HID over GATT which is for Bluetooth Low Energy. Something like the BT121 module could do that. Bluegiga has an HID example for BGScript, which is like programming in basic, or you have the option to do it over serial communications.