What comments do actual Native Americans have on media/Hollywood portrayals of their people?
Oh, the Sioux tribe members had a very interesting "comment" to make about their portrayal in Dances with Wolves, so let me use that story to answer your question.
First, it's important to realize that Dances with Wolves is what is known as a "Revisionist Western." That just means the Native Americans are seen in a positive light while the United States soldiers are seen in a negative light. This is absolutely so in the context of this film. The Sioux tribe members are brave and compassionate while the soldiers (even Dunbar when he considered himself a soldier) are cowardly and coldhearted.
John Dunbar makes a journey from cowardliness to bravery through his association and acceptance into the Sioux tribe. The film was so well done, received so many awards, and went such a long way in improving the consideration of Native American tribes, that the Sioux tribe actually accepted Kevin Costner (the main actor and director) into the Sioux Nation as an honorary member. If that's not a "comment" on the that particular media portrayal, then I don't know what is!
In regards to your question, also consider that any "Traditional Western" film would probably have negative comments from Native Americans associated with it. This is because, in these films, the Native Americans were usually seen as disgraceful villains.