Usually the 16-digit Bluetooth PIN is only entered once. The SIM PIN basically must be entered every time, but the Nokia should be able to store it and enter it automatically.
If you have to reenter the Bluetooth PIN every time there is something wrong with the pairing. I had that several times while playing around with my 616, but more often with HTC phones than with Samsung phones. I sadly don't know why this happens, whose fault it is and I don't know how to fix it. Even a factory reset of the 616 does not seem to help, but perhaps it helps in your case.