I used Vodafone Spain while in Tenerife. Picked it up from a local Vodafone store, required a passport, and it took 30+ minutes to setup the mobile data correctly. Additionally, my phone package with mobile data didn't allow tethering.

Try messaging a seller on eBay to make sure the sim will work in a unlocked dongle
http://www.ebay.com/sch/i.html?_odkw...&_sacat=146492
This seller offers pre-registered sims if you don't want to share your passport information.
http://www.ebay.com/itm/VODAFONE-SPA...item4859c877f1