I find it difficult to use those builtin mousewheel scrollers, and even the two-finger scroll gesture can be inconvenient at times. After discovering the Bluefruit EZ-Key and seeing the USB Volume knob project, I knew what I had to do.
After liberating a rotary encoder and weighted knob from an old USB sound board that no longer worked, I started soldering.
Edit: The code and Fritzing diagrams are available at https://github.com/rmd6502/BluetoothEncoder . Note that the Fritzing sketch shows a Trinket 5v, this is incorrect - it needs to be a Trinket 3.3v