It is normal to disable Droidwall, for the reason that it blocks any incoming packets for port 67, to allow Wifi Tethering to work. Or quite simply, allow a custom script that matches the port number 67 which is dhcp to pass through.
FYI about Droidwall - the functionality and development efforts have been discontinued and the author sold it off to Avast.
The fork of Droidwall is called AFWall+ which can be found here and found on Google Play which is apparently better than the old Droidwall.
Since Wifi-Tether operates on both TCP/UDP's port number 67 (for dhcp to work), here's the rules necessary:
$IPTABLES -A "droidwall-wifi" -p TCP --destination-port 67 -j RETURN $IPTABLES -A "droidwall-wifi" -p UDP --destination-port 67 -j RETURN
This rule here enables adbWireless to work with DroidWall enabled.
$IPTABLES -A "droidwall-wifi" --destination "0.0.0.0" --destination-port 5555 -j RETURN
You also have to enable Wi-Fi access for "Apps running as root" for this to work.