Think mine's set up in the background too now after following the instructions.If it's the 8bitdo Bluetooth pad then then I just switch my PC30 Pro on when booting the Pi and it connects. Usually just have to press a button to get it started. I've setup Retropie to connect in the background which can be done in the Bluetooth settings.
Had a quick blast on Super Mario World which turned into an hour! Takes me right back to the early 90s. The game is just so good - it hasn't lost its appeal at all. Got loads of others I want to try out too when I get the chance!