What is Reddit's opinion of mHotspot?

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Not sure if this is what you mean but last year at uni i used this program at http://www.mhotspot.com. It basically turns your computer into a wifi router. As long as you are logged into your uni internet on the computer it just makes your computer the access point. This is how i connected my ps4 to my uni network. Hope this helps

Here's the link. Basically, it lets you set up a hotspot from your laptop, similar to how you'd set up a hotspot from your phone. Then, you connect the 3DS to the hotspot and yay, internet

Here's a thought .. connect your laptop .. connect to your VPN.

Then use a utility to create a hotspot from your laptop. http://www.mhotspot.com/ is free.

Connect Roku to the new hotspot coming from your laptop.

Might work.

You could, but it's easier to just put an AP in. Not a router mind you. Many routers however can be put into AP only mode.

Software like this: http://www.mhotspot.com/ can do what you want. Never used this one myself though.

http://www.mhotspot.com/

Here you are. I am unsure how well it works or what the program is

http://lifehacker.com/turn-your-laptop-into-a-wi-fi-hotspot-by-adding-a-secon-1614589135

Here is a way to do it by adding a second network card (the usb dongles you pick up from best buy will work)

I recommend getting the second usb dongle. They will look something like:

https://www.google.com/webhp?sourceid=chrome-instant&rlz=1C1CHFX_enUS574US574&ion=1&espv=2&ie=UTF-8#q=usb%20wireless%20adapter

Okay, here's my very awkward roundabout manner of connecting to games online (Super Smash, I presume?):

I have a USB to ethernet adapter that I bought to connect my Wii U (big Nintendo fan) to Yale's internet. The adapter has its own MAC address. I contacted Yale's IT department and asked them if they could route it through a public network (i.e., not through Yale's firewall), and they did.

Now for the interesting part. I hook my laptop up to the internet with the ethernet adapter (silly I know), and then run the program mHotspot. There may be other programs that can utilize your computer's wireless adapter to provide a network, but that's the one I use. I then set up a network with mHotspot, connect to my 3DS, and I'm able to play online just fine!

I was having similar issues to you with Mario Kart 8 before doing this. The matchmaking servers that Nintendo uses are apparently blocked by Yale's firewall. I assume that they use a similar system for Super Smash and other games. Good luck!