Just to make sure, are you referring to the little bees that are also neon green in color or striped? These are called sweat bees and are actually a valuable pollinator of our food supply. Being pro-animal, insect and all, my suggestion would be on the side of diverting them away from your pool rather than killing them, but I can certainly understand their annoyance to you because we have quite a few of them here as well and those stings really grab your attention. I keep my returns focused upwards in order to break the surface of the water up rather than having a shiny mirrored surface, and also have another body of water available for them to get their water from (it's a small garden fountain, but a birdbath is good too). I read that having a hummingbird feeder nearby will draw them because of the sugar in the food. And, of course, skimming them off. I keep a net by the side of the pool to use even when I'm swimming.
Good luck and enjoy your new pool!