Currently you cannot define your own shortcuts keys, this really stinks because to join lines takes three key strokes. It does provide color coding and some extra goodies.
Configure HTML tidy, by adding extra filter settings.
Refer: http://www.gtalbot.org/linux-section/web-authoring/html-tidy/how-to-use-HTML-tidy-with-bluefish.html
Edit, Preferences, "External Filters"
|tidy -utf8 --clean yes --doctype strict --drop-font-tags yes --drop-proprietary-attributes yes --enclose-block-text yes --enclose-text yes -indent --logical-emphasis yes --output-html yes --replace-color yes --show-warnings no --wrap 1024|Addtional Configurations for HTML Tidy