What they should do is end the reservation system, giving the land to their people as individuals. The socialism on the reservations is a major cause of the huge amount of social dysfunction so common there.
As for their supposed sovereignty, the treaties were mostly violated (by the US) long ago. What is left is more of a fiction. I have lived my life in the Southwest, and I see so much misery on the reservations, and so much corruption in tribal governments. That should end.