I gave up on getting the N66U to work in half bridge and even full bridge mode. It simply doesn't work.
You can give it a go by enabling the 'Enable PPPoE Relay' option under NAT. When I enabled this, I could dial PPPoE from my PC, however the PPP session on the router itself refused to connect.
Engaged with ASUS support about this, they promised to 'fix it', but its been months and several beta firmware releases later. Its such a pity, because its a great VDSL router otherwise.