There should be no need at all to use a MacBook as some sort of intermediary. I have successfully been using the app Keynote Remote (from Apple) on my iPhone to control Keynote on my iPad. The app works via WiFi (both the iPod and iPad need to be on the same network), or via Bluetooth (in which case both devices must have WiFi turned off and Bluetooth turned on in their settings).
The Keynote Remote app needs to be paired with the iPad to work -- to do this launch the Keynote Remote app, select "Settings", then "New Keynote Link". You will see a four digit passcode.
Launch Keynote on the iPad, go into its settings (the wrench icon at the top right of the screen), then in the Settings option, choose Remote. Turn the "Enable Remotes" option on. If your iPod remote is working, you should now see an option to "Link" to the remote -- press this button, then enter the four digit passcode you got from the Keynote Remote. The passcode will be verified, and then the remote should be linked to the iPad.
I can confirm that, via Bluetooth, this setup works to as far as I could test it (at least 30 feet), and in an office with multiple other Bluetooth and WiFi devices running.
Is this the approach you were told to use at the Apple Store?