The plumbing is there in the software you have for support of USB dongles, modems and USB tethering, not bluetooth tethering.

I should expand on the idea of an unsupported feature. I would not go out and buy a 3G dongle for this purpose, in hopes of making it work. If you have one, there is nothing stopping you from giving it a try. Also, there is the risk that future software updates change or take away some functionality that you discover works but is not supported. Also, your mileage may vary.