Not a lot is out there regarding gene set enrichment in Prokaryotes.
Few links that might be helpful and give you a push
How To Get The Gene Names To Go Terms For Bacteria And Archaea
Why Is There Lack Of Go Terms With A Prokaryotic Genome.
An excerpt from Bioinformatics enrichment tools: paths toward the comprehensive functional analysis of large gene lists
Several enrichment tools were specifically designed for these less popular species, such as WEGO for rice (54); easyGO for crops (66); FINA for prokaryotes (58); CLENCH for Arabidopsis (21); JProGo for prokaryotes (48); BayGo for Xylella fastidiosa (52).
GSEA for GO KEGG, InterPro, COG, PFAM, SMART, Superfamily, KEYWORDS and OPERONS can be done for all complete genomes of the NCBI here: http://genome2d.molgenrug.nl/index.php/functional-analysis-go-ipr