So...
USB tethering to the iPhone SE running iOS 15.2 doesn't work on Mountain Lion. The "iPhone USB" interface is detected but shown as not connected.
Bluetooth tethering using the PAN profile works out of the box on Snow Leopard, but not at all on Tiger; the profile is shown as available but no network interface is created, and I can't (figure out how to) create it manually.
Bluetooth PAN tethering works out of the box on Tiger using an Android 8.1 phone. Bluetooth is much less of a battery hog than WiFi.