The issue I used to have while connecting via therering my Macbook to the iPhone was twofold, as the Mac lets all applications access the data connection as soon as it gets established:
1. On 3G or slow WiFi Networks in a hotel, basically nothing really works well
2. It consumes a maximum on my data plan, especially expensive while roaming
If you have the same issues, you may want to try Tripmode, which precisely will help you out on both issues ( especially as they propose a free trial).
Tripmode let’s you define for each network which applications will be allowed to use the data connection and which onces you block, and it’s really easy to use.
Thanks to the (34) readers of this article !