I think the tethering detection is no different to when you are in the UK, as all 'Three At Home' traffic is routed back to the UK (or is this not the case when using some stealthy VPNs?) - and the detection systems they have in place seem pretty hot.
I half heartedly tried to get round Three's tethering block a while back, but had no luck. (It'd be useful to know it's possible, for emergency situations such as the home broadband going down - in such a scenario it'd only get used for emails and some light web browsing.)
I do recall jabbamk1 saying that it's possible to get away with more things if you have an older Three SIM.