I tried the following which did not work (FYI):
Nokia 928 Verizon + SIM (Tmobile, Tmobile old 3G, ATT, Verizon 4G microSIM LTE, Sprint microsim LTE, H2O, Simple, PTEL, and Lycamobile USA) and none of them makes internet sharing function using the procedure in this post. This further backs that a foriegn SIM is needed. Jury is out on the 928 with a Foriegn SIM. I ordered a Telcel America SIM from Ebay but I am not sure if it is programmed more like a Tmobile MVNO or more like a Mexican SIM. I will report back. Does anyone have experience with Telcel America SIMs working? I was able to acquire all these SIMs from phone repair shops.
I found the MVNO SIMS configured the internet tethering message like the parent company (ie. PTEL gives TMobile's add service for $15, while H2O or SIMPLE (??) gave the ATT not supported message. The LYCAmobile SIM did not give the TMOBILE add service message like PTEL did. Instead it just stated "Not supported" or so. If a US MVNO actually enables internet sharing, that SIM might work even if the parent carrier doesn't.