Sadly the N95 does not support the SPP (Serial Port Profile) Bluetooth Profile which is normally used to link GPS modules with other devices such as the N800.

The ability to use the N95 GPS with a secondary device such as the N800 would be a killer feature (for the N95) but then I guess Nokia realise they wouldn't sell so many LD-3W modules. And that the N95 battery would last well under a day if you used the GPS heavily.