While Tolkien uses Eowyn's character to battle stereotypes, and Donaldson...pretty much doesn't at all, I believe that Pullman finds an alright balance between these two extremes. In "The Golden Compass" we are introduced to such characters as Ma Costa, who portrays a typical motherly figure for a large part of the story, but then she branches out and partakes in the battle at the end. Lyra is never really portrayed as emotionally vulnerable, only vulnerable in the sense that she is a child. Mrs. Coulter presents the balance to this, a figure of unknowing power who shows an emotional weakness in such instances when Lyra is about to be separated from her daemon. Both clearly have power, and both clearly have weaknesses, but these weaknesses aren't tied directly to their gender. The most apparent reason why Mrs. Coulter is a Mrs. is because she is Lyra's mother. Equal attention is paid to both of Lyra's parents.
Mary's character also fights the stereotype, or at least doesn't cater to it, due to the fact that she is a doctor. Yes, there are plenty of female doctors in today's society, with all different backgrounds, but there are a large portion of readers who, upon reading "Dr." would immediately think the character was a male. Sure, Mary was a nun, a role that can only be portrayed by females, but that still isn't a stereotype of any kind. The fact that she is a woman really has no bearing on the overall storyline; Pullman simply chose her to be a woman.