New wifi adaptor is the only one sadly.
HSishis ethernet suggestion would be sound if not for another limitation and dodgy ethernet on RT in the first place (has been done but I think one of the updates broke it, you had to find a specific adapter type and also a specific driver which microsoft tried to have removed etc).
The limitation is not exclusive to RT though, its a general windows issue. Simply put, GPRS/3G/4G/"whatever acronym they go by for some of these mobile internet things" actually manage to communicate over the internet though is actually akin to how an old dial up modem worked on top of your old landline telephone. These technologies may be faster than your old home dial up connection, but they are actually dial up internet. Those ads that say "hey, get your mobile broadband here", yeah, its not broadband, its dial up.
Windows does not allow bridging between dial up and "high speed" (as it used to call it) connections natively. Nor does it support ethernet tethering (and I have a feeling that with the slightly dodgy ethernet on RT already that even if windows did have ethernet tethering it wouldnt work on RT). RT probably doesnt even support bridging considering it doesnt have any networks besides its wifi to bridge with.
Android and RT both use extra software in order to do mobile data > wifi tethering, same for bluetooth and USB on android. I did have a 3rd party program on my old vista laptop to do the same between a dial up modem and wifi (and it also worked for my USB 3G modem) but sadly I have forgotten its name and it required extra drivers to be installed, likely not an RT porting candidate.