I'm guessing that, of course, apt-get cannot tell when dependencies are already met by modules previously installed via CPAN.pm.
This is correct, unless you create .deb packages from your CPAN modules before installing them, as I recommended above.
An example, you'd like to install Frobnicator::Simple from CPAN, which is not available from any apt repository. So you run dh-make-perl which creates the package libfrobnicator-simple-perl-<version>.deb and you install that package. Any supsequent packages which you install via apt-get will know that libfrobnicator-simple-perl has been installed, and should you install an additional package that depends on (or conflicts with) this module, apt will be able to do the right thing.
Mind you, the situation won't come up too often, since generally packages in the apt repositories will only depend on other packages if they are also available via apt. And there is the additional possible corner case that a package you want to install depends on a different version of libfrobnicator-simple-perl than the one you've installed by hand, and the maintainer of that package forgot to specify that when rolling it. But that should be even rarer.