This is an Intel driver issue. Having the exact same issue on a new Dell XPS 13 with an Intel 6230 card and my Nokia 920. The Nokia wifi tether works great on all my systems with non Intel wireless cards (I am a product tester, so I have a ton of devices), but I get a BSOD on my XPS 13 with an Intel wifi card.
Temp fix is to enable FIPS in the Nokia 920 wireless settings (if you can make it that far before BSOD).
Intel - please fix - this is YOUR issue. Not Nokia, not Dell, not any other OEM.