In case anyone is interested, the DrayTek Vigor 2830N worked fine with the Vodafone K3772 dongle in failover mode.
I used these settings:
Sim PIN code: blank
Modem Initial String: AT&FE0V1X1&D2&C1S0=0
APN Name: internet
Modem Initial String2: AT
Modem Dial String: ATDT*99#
PPP Username: web
PPP Password: web
PPP Authentication: PAP or CHAP
The APN name for PAYG dongles should be pp.internet or internet for contracts.