I'd like a widget (or something accessible similarly quickly) with which I can connect to a specific bluetooth device (one of the devices with which my handset is already paired, but not yet connected).
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You can create a shortcut to any settings pane, in this case the Bluetooth settings pane would greatly speed up your access to be able to connect to paired devices.
To add the shortcut (on Froyo), hit the menu from the home screen you want to place the shortcut on, then pick