I just spent many hours trying to setup a 'pseudo' HC06 and found this thread useful, especially comments from NJM and gardenstreamer - thanks!
I will add my findings in the hopes it helps somebody else. My HC06 unit seems to be a hybrid of an HC05 and an HC06 in terms of AT commands. Its certainly NOT an HC05, as I cannot make it a "master", but I can read its role, and its set to slave.
Here are the commands that I found work - Good Luck!
• Need to send BOTH NL and CR with each AT command (ie. \n\r)
• AT - check connection and responds with OK
• AT+NAME - checks the name, adding ":" allows you to change eg. AT+NAME:New-Name
• AT+UART - checks the baud, adding ":" allows you to change eg. AT+UART:9600,0,0 <BAUD, STOP BIT, PARITY>
(which is the same command an HC-05 uses)
• AT+PSWD - checks PIN, adding ":" allows you to change eg. AT+PSWD:"1234"
(NOTE that you have to use "" to surround the PIN number - this is also the same command an HC-05 uses)
• AT+CMODE - checks connection mode (can change with "=" sign: AT+CMODE=num
0 - connect fixed address
1 - connect any address
2 - slave-Loop
• AT+ROLE - check role, but cannot set it (stuck in 0-Slave)
0 - Slave
1 - Master
2 - Slave-Loop
• AT+ADDR - checks the address of the device (cannot change)
• AT+ORGL - restores factory defaults:
BAUD = 9600,0,0
PIN = 1234
NAME = H-C-2010-06-01 (I'm guessing this will change depending on device used)