I have two Mikrotik routers, (a) has public IP (new dual core) and (b) has 192.168.1.X (on the DMZ), and it is a X86.
I need to assign some IP's from the (a) network to the (b) network, without subnetting. Is there combination of tunnels and protocols that would allow me achieve this goal? The EOIP tunnel does even connect in this scenario. Also, the EIP has a terrible overhead. I was thinking to try GRE or IPIP tunnel if somebody would help me understand the overhead and capabilities to handle a private IP for the interface.

If you want to provide transparency to your network, use MPLS/VPLS/TE as well as you do not suffer from overhead you will gain performance with the increase of MTU and decreased fragmentation of data on your network.
Hugs!

http://wiki.mikrotik.com/wiki/Manual:TE_Tunnels_Example

Those protocols that you mentions require intervention from the ISP. I don't have access to that. This is only Mikrotik to Mikrotik. Am I wrong?