My usual technique (not KiCAD specific — I used to do that with gEDA as well) is to put meaningful reference to the capacitors. For example, for simple ICs that only have one Vdd and one GND, if the chip is U3, then its decoupling capacitor is CU3; if I have, say, an MCU or a DSP chip, or some 48 or 64 or whatever many pins, then I number the capacitor with the pin number it decouples. For example, if I have a DSP chip, then I label its decoupling capacitors CD? (D for DSP); then, if pins 5, 13, and 21 require decoupling, then those capacitors will be CD5, CD13, and CD21.
For common power source decoupling — e.g., decoupling the output of a DC/DC on-board power supply, I just label those CP5, or CP3 (P for power, 5 for 5V, 3 for 3.3V, and I add M as needed — M for minus with negative voltages). The additional “bulk” capacitor, well, that one is obvious: CB5, CB3, etc.
I agree that it would be great if the software provided some assistance — @GyrosGeier, I look forward to your solution!