Setting up individual Bluetooth chips/modules
This of course varies by manufacturer but most modern flash based MCUs, presumably including those with bluetooth radios, can have initial programs loaded via an interface such as JTAG or SWD or something vendor unique.  To name a few examples from the BTLE realm TI's 8051-core CC254x use their proprietary CC debugger connection, while Nordics nRF51822 use a variation of ARM Cortex SWD (or perhaps optionally full JTAG).

Many also support upload of intial code via a serial UART or various synchronous schemes managed by a bootloader in factory ROM or unmodifiable area of flash.  A few do have USB bootloaders but that's less likely to be chosen in production.

Production parts can be programmed either using special fixtures before installation, or after installation using headers, pads for spring plunger contact fixtures ("pogo pins", tag connect, etc) or even special modes of interfaces that will be left for the consumer.