Using this piece of code, which replicates what the bluetooth-applet does, I get warnings like:
(test:6558): GLib-GObject-WARNING **: invalid unclassed pointer in cast to `GObject'

(test:6558): GLib-GObject-CRITICAL **: g_object_notify: assertion `G_IS_OBJECT (object)' failed

---8<---
#include <gtk/gtk.h>

int main (int argc, char **argv)
{
        GtkStatusIcon *icon;

        gtk_init (&argc, &argv);
        icon = gtk_status_icon_new (); 
        g_object_unref (icon);
        icon = gtk_status_icon_new_from_icon_name ("bluetooth");
        gtk_status_icon_set_visible (icon, TRUE);

        gtk_main (); 

        return 0;
}
---8<---

This is the original commit:
http://git.kernel.org/?p=bluetooth/bluez-gnome.git;a=commitdiff;h=3ffd5b285ef8b07a7bfa653f6222031b064c61d7

Not sure which GtkStatusIcon bug Marcel was working around there...