How do I tether with vpn on Lollipop?
The guide you have mentioned is correct. Basically if you are rooted , whenever you wish you tether over a VPN you need to type the code in terminal as su

iptables -t filter -F FORWARD
iptables -t nat -F POSTROUTING
iptables -t filter -A FORWARD -j ACCEPT
iptables -t nat -A POSTROUTING -j MASQUERADE


and to route traffic in specific tethering routing table additionally need:

ip rule add from 192.168.43.0/24 lookup 61
ip route add default dev tun0 scope link table 61
ip route add 192.168.43.0/24 dev wlan0 scope link table 61
ip route add broadcast 255.255.255.255 dev wlan0 scope link table 61


basically android tethering interfaces uses a DHCP range 192.168.43.* Notice the change of netmask from 255.255.255.0 (24bit) to 255.255.255.255 (32bit) allowing the re-routing of addresses (192.168.xxx) to tun interface (usually 10.1.xxx)

I use the same re-routing rules smoothly