This module is a little bit cheaper than the other common ones, so I ordered two to evaluate them. Turns out the configuration is not that easy…

• You need an Android device, and to download the Blue_SPP chinese app. I wouldn't recommend using your phone or anything having access to personnal information, the required permissions are quite… large.
• Connect to the BLUE_SPP bluetooth device, using 1234 as PIN and 115200 as baudrate.
• Enter the command mode: #AT#SET=***# where *** is a multiple of 5 sec. 1 ⇒ 5s, 2 ⇒ 10s, …, 9 ⇒ 45s (9 is the maximum value). I guess it's an inactivity timeout. Every successful command should be answered by “OK”.
• Get the current parameters: #AT#GET#
• Set the name of the device: #AT#NAME=newName#
• Set the PIN code: #AT#PIN=xxxx#
• Change the MAC address: #AT#MAC=xxxxxxxxxx#
• Change the baudrate: #AT#UART=B,S# where:
  • B is the baudrate setting, between 0 and 8:
    • 0 ⇒ 2400
    • 1 ⇒ 4800
    • 2 ⇒ 9600
    • 3 ⇒ 19200
    • 4 ⇒ 38400
    • 5 ⇒ 57600
    • 6 ⇒ 115200
    • 7 ⇒ 128000
    • 8 ⇒ 256000
  • S represents the parity
    • 0 ⇒ No check
    • 1 ⇒ Odd
    • 2 ⇒ Even
• Check the new settings: #AT#GET#
• Exit the command mode: #AT#SET=0#
• Power-cycle the BT module to apply the new settings

• Aliexpress link, with info
• Common SPP BT adapters