My data works fine through cellular when connected to my WiFi dongle. All recent iPhones running the current version of iOS should work like this. When the phone doesn't detect a connection to the internet via the WiFi connection, it automatically switches to cellular data.
Update: I don't think I had to do anything on my set-up to make this work, but in case yours doesn't work by default, here is a tip:
http://forums.macrumors.com/showthre...2#post20644952