I've found an easier way since I last posted. In fact, it's the safest method since 6.0.1
I would now advise against pulling and editing the build.prop since the system partition is already full by default on 6.0.1.
You need to install ADB on your PC. Then enable USB debugging on your phone. While the phone is on, plug it in, run command prompt in the folder where you have ADB on your PC. Type ADB SHELL.
Then you need to enter 'settings put global tether_dun_required 0'
After that, type exit and you're done