Here is a .mtz with Helvetica Neue https://dl.dropboxusercontent.com/u/17969344/MIUIFont-Helvetica_Neue.mtz
Bonus :) Neutra Face font https://dl.dropboxusercontent.com/u/17969344/MIUIFont-NeutraFace2.mtz
Copy files into Miui/Themes
Go to Themes and upgrade. Then choose Mix and font. Apply...