これでテザリングできたという人を見かけたので参考に

1) Settings-->SIM cards & mobile networks-->your provider (Vodafone for me)-->Access point names-->GPRS web(internet)
2) scroll down, to "Bearer", tick all net types available in your country
3) change MVNO type to GID
4) change MVNO value to ffffffffff (should be pre-set after step 3)

http://attach.en.miui.com/forum/201710/24/164651oit6ifmg0cuaa055.png
http://en.miui.com/thread-603550-1-1.html