Is this a supported feature?
Not with the available web-based resources, no.
You might be able to via the native nRF51 SDK perhaps, or with C/C++ extensionshttp://bluetooth-mdw.blogspot.co.uk/p/bbc-microbit.html might be helpful as a starting point.
Bluetooth is not available in micro python on the microbit. You have to use c or c++ to have sufficient memory for bluetooth.
You can pair 2 using uart over wires or use the radio module for wireless