Not sure it is optimal yet, but here is how I figured out how to handle them.
At the bottom of my sheet, I just lay out all the caps I need from VDD to GND. You can then assign the GROUP= variable to them and give the part name they should be associated with. When you go to layout the board, the auto-placer is supposed to place all grouped components next to each other.
It's my first project with Proteus, so I'm sure there are better ways. Just need to keep working with it.