Hi, do you have a link to the BleBle shield? I thought TX was pin 1 and RX was pin 0 on the Uno and the Mega. Please note that the AVR, the USB chip and the BleBle shield may all be using the same serial port which may cause issues.
If using Software Serial on pins 2 and 3, we only managed to get this working reliably at 1200 baud for the Bluegiga WT12 Classic Bluetooth module but this was a few years ago. Have you also tried this USB dongle http://esdn.com.au/Products/USB-BLE112.html