IIRC it's a feature in Nokia Suite...
Alas Nokia Suite isn't available in OSX
Unless you use Parallels or Fuse.
Great visualization sw which I use regularly.
Also with the latest NS update Nokia's removed N9 support.
You have to basically stop it from checking for updates
There's a big thread at beta labs that's livid about the situation.
^ Yep, that's doco'd here: N9/x0: share how-to's/fixes/mods/apps/other
But as I said watch out for the very latest NS updates, they disable N9 compatibility.
That post doesn't talk about tethering, but it's around that spot that it's confirmed IIRC.