I have noticed it is very finicky. On my iPhone 6S+ at iOS 10.2.1, it will connect, then disconnect pretty much immediately. I am using a password with just A-Z, a-z, 0-9 (no special characters).
Now, it will connect with a hotspot router puck just fine (same password as my phone hotspot)
It really comes down to some phones work, some dont.
Does the hotspot show up when you type in wifisetup and follow the prompt to scan?