I frequently use my Macbook on my iPad's data plan. Unfortunately, unlike iOS, OSX can't limit application network usage based on whether it's on a cell network, and I always have to remember to close ...
There is a VPN switch in settings that often appears below the wifi option in settings on iOS: (the above image is from a website and not my iPad, as I can't seem to get my iPad to show VPN right ...
I have a Huawei E3131 3G modem and it doesn't work on latest 2012 MacBook Air. It works with older versions of OS X with USB 2.0 so it looks like the only problem is USB 3.0.