I was hoping that connecting my iPhone to the USB port would provide WAN access via the iPhone,  but that doesn't work.

That said, iPhone isn't in the supported modems list.

Anyone know whether there's a way to get this to work?

You'll need to use a WAN wifi connection to connect to your iPhone's hotspot.

I tried the WAN WiFi connection option but it's not usable since it needs to be configured every time rather than just working when I tun on the phone's hotspot.

I gave up tying to get this working but suspect that it was because the phone hotspot MAC address was not fixed.

I have a work-around using a WiFi range extender and connecting that via Ethernet to the router's WAN port while the range extender connects to the iPhone's WiFi hotspot.