How can I remove the bluetooth setup wizard on a headless Mac Mini?
You can disable the Bluetooth Setup Wizard by:


Go to System Preferences
Click Bluetooth
Click Advanced
Un-check 'Open Bluetooth Setup Assistant at start up when no input device is present'.


The screen should look like this (the checkbox above the highlighted section):
 

More information in this Apple KB - Wireless Input Devices

Also, if you are not using Bluetooth at all, you can disable it as well.