Improving battery life: BLE device with a 100uF capacitor
I have a BLE beacon and I was wondering if adding a capacitor in parallel with the coin cell battery would help with the battery life by smoothing out the peaks.

YES, definitely.
This is pointed out in this mostly relevant white paper by Texas Instruments (White Paper SWRA349 - Coin cells and peak current draw. Mathias Jensen), which covers exactly your problem. The key section is section 4 (emphasis mine):

4 How to survive a high internal resistance
A common technique to handle high peak currents is to use a capacitor to offload the power source. During high current periods the capacitor will act as the primary power source, while during low current periods the battery will be the primary power source and recharge the capacitor.
When dimensioning the capacitor it is important to know the battery’s internal resistance and the load profile. With this information it’s quite simple to dimension a suitable capacitor.
For our testing we dimensioned for an IR of 1kohm which resulted in a capacitor of approximately 100uF. In a low cost application, this capacitor size would probably be to large or too expensive, but in a real BLE application the capacitor can be significantly reduced by a factor of 2-5 depending on application, since the load profile is much easier.