I don't know about Mac or Linux, but in Windows Microsoft decided to make the "Midi over Bluetooth" specification incompatible to any other Mid specification. Hence it's not usable out of the box.
AFAIU, there is a propriety driver (by Korg ->
https://www.korg.com/us/support/down...er/0/530/2886/) that might be able to convert "Midi over Bluetooth" to a standard Windows Midi device. But supposedly there is no official support for this.
Another options might be "MidiBerry" ->
http://newbodyfresher.linclip.com/ .
There have been several discussions in the Reaper forum regarding this issue.
-Michael