You could use net ties. These are special components that allow two nets to be electrically connected at a single point. So in the schematic you'd connect, say, pin Vdd1 and it's associated caps to an isolated net, and then use a net tie component to connect that net to your main Vdd net. The downside is that net tie components have to be explicitly placed on the PCB. Alternatively you could just use 0-ohm resistors, which have the benefit of being removable if you want to bodge in a filter or measure current or something on the test board.
Personally, though, for situations like this I explicitly show which specific caps are connected to which pins on the schematic, then use Cross Select mode to grab the parts associated with each pin on the PCB by selecting them in the schematic, and simply move them to the appropriate location next to the IC. (And if you aren't already using it, Cross Select plus the Tools->Component Placement ->Arrange commands are really nice for quickly organizing parts on a PCB to reflect their logical grouping on the schematic sheet. Rooms can also be useful for organizing parts based on multisheet topologies, but they tend to be more annoying than helpful on small projects.)