What wireless adaptor/driver does your Windows 10 PC have? If by chance it is "Intel Centrino Wireless", check the version that you currently have installed - if it is 16.1.1.0, then you need to revert back to an earlier version of the driver, i.e. 14.3.0.6. Some users (with the 16.1.1.0 version) report even worse experiences, such as BSOD as soon as they attempt to connect to a mobile hotspot.
P.S.
I have tried this and it worked with my Windows 7 PC, but not yet in my Windows 10 - Windows 10 may automatically update your driver once it detects that you've installed an earlier not updated version of it. At any rate, let us know what you find.
Other generic things you can try are:
1. create a new profile, e.g. rename your phone sharing name into something else, change the password and then create the new connection profile
2. restart your PC
3. restart your phone