I am currently running the latest Raspian Jessie on my Raspberry Pi 3 and I have attempted to use my Sony bluetooth headphones. I am able to pair and connect the headphones, but when I try to switch the audio source to them by right clicking on the audio icon it says, "Failed to connect to device-Could not connect to PulseAudio. Try to connect again."
I run the command bluetoothctl > info BB:BB:BB:BB:BB:BB (my bluetooth headphones) and it outputs the following:
Name: MDR-XB950BT Alias: MDR-XB950BT Class: 0x240404 Icon: audio-card Paired: yes Trusted: yes Blocked: no Connected: yes LegacyPairing: no UUID: Headset (00001108-0000-1000-8000-00805f9b34fb) UUID: Audio Sink (0000110b-0000-1000-8000-00805f9b34fb) UUID: A/V Remote Control Target (0000110c-0000-1000-8000-00805f9b34fb) UUID: A/V Remote Control (0000110e-0000-1000-8000-00805f9b34fb) UUID: Handsfree (0000111e-0000-1000-8000-00805f9b34fb)
Also, here is the link to the model of my headphones: MDR-XB950BT