I've semi-solved the problem (opening .mht files).
You need Opera Mobile and just do the above-mentioned trick. Opera renders opened .mht files correctly as opposed to Dolphin HD.
Enter into Opera Mobile's address bar:
Now we have a way of opening the (.mht) files in a browser. All we need is to make it a default action when selecting from a file explorer. Unfortunately I know little about how Android handles file associations. If anyone knows more... please respond or point in the right direction and we can hopefully bring this sad issue to an end.