Do it in steps: (i) First make UART BT transfer example from PC to PSoC; (ii) send received data to VDAC directly (no DMA involved); (iii) if you have time left, play with DMA.
I don't think you will see much difference by utilizing DMA in this case.
I am attaching UART Rx demo program, which you can use as a starting point. It receives incoming data ito circular buffer, which you can make large enough to keep up with incoming stream. You would have to develop your own data protocol, and to make it as compact as possible and error-proof. Finally, there are only 8-bit DACs on PSoC, so there is no sense to send 16-bit data. To achieve 44kHz you have to set UART rate to 500 kbd (do not forget to reprogram HC-06). Test everything at slow rate first.
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Another 2 projects to start:
1. UART_Cogfig_Device.zip The program checks the module HC-04, and adjusts the transfer speed.
2. TDA1311A DA1311A.zip An example of using a a stereo 16-bit DAC DA1311A ( OLD CDRom)
It is located here: http://mylab.wmsite.ru/moi-razrab/cypress-psoc/
44.1кГц + Stereo16 bit - it seems a lot for Bluetooth UART can be problems (not sure).