Hi there fellow Vi Control member!
I have a Xoro mega pad (big screen, not great build, but cheap). It has a mini USB that can be used to connect a USB to Ethernet adaptor. With this, I simply deactivated WLAN on the tablet, chose a static IP for Ethernet option in the tablet settings (all other PCs are with static IP as well) and connected it to the router (with integrated switch). Worked all well! Sometimes, I don't have a connection, but usually rebooting the tablet fixes that. It works, I would say. I haven't tried tethering the device via USB directly to the computer, so I am afraid I can't tell you much about that.
What I can tell you, however, is that a cabled connection is not a cure for everything. It may improve the latency a bit, although that was never a problem for me (good enough for CCs, notes not being send from the Lemur).
Where I was hoping to see improvements was:
1) data loss with recieived OSC data - unfortunately, the Lemur still randomly misses some of those, but midi seems more reliable.
2) better resolution of fader movement recorded to a sequencer: if you just record a good hardware fader or modulation wheel to your sequencer and compare the result in the matrix editor, you will easily see, that the hardware is pretty smooth a up to a certain point of speed, where the lemur fader shows stepping (leaving out values) much sooner. This has however nothing to do with the Wifi, but with the internal precision of Lemur's midi output! I remember a thread here, where a guy pointed out that problem and asked for a fix, but it seems like the liine guys insist that it doesn't matter sound wise, as those values would get interpolated within (soft)sythesizers. I don't think that is true for Kontakt sample libraries, though and would like them to improve the resolution of the output.
Hope, that helps with your question in some way.