I have read brief accounts of indigenous Americans who were brought to Europe in the wake of Columbus's arrival, including a family of Inuit who were brought to meet Elizabeth I but died shortly after arrival. Does anyone know of any more detailed studies or comprehensive histories of some of these individuals?
A good place to start is the Oxford Bibliographies article Native Americans in Europe. This briefly reviews a number of books which have at least some of what you are looking for, and which will help you pursue your research further. Listed below are a few examples of Native Americans who visited and / or lived in Europe for a time.
Squanto or Tisquantum (died 1622),
a Pawtuxet Indian (who had been kidnapped by an English scoundrel and taken along with 23 other Indians to Malaga, Spain to be sold as slaves years before), luckily arrived eventually in England, where he was taught the English language, and after many years absence from America, was, according to Governor William Bradford, 'Providentally' returned to his native Massachusetts only a few weeks prior to the coming of the Mayflower and its colonists.
Again, the Wikipedia article lists several references in its sources, mostly articles or chapters in books.
The Cherokee leader Attakullakulla (c. 1708 - c. 1777) met King George II in 1730. The Journal of Cherokee Studies (vol. 3, No. 1) has an article "Notable Persons in Cherokee History: Attakullakulla." by James C. Kelly.
proceeded to live at the king’s expense. Donnacona accepted questioning, even before a notary, about what he had seen on his voyages; the monk and historian André Thevet, who specialized in interrogating travellers, claimed that he had had a long conversation with Donnacona. The old chief was presented to François I: he talked to him about mines which were very rich in gold and silver, of an abundance of cloves, nutmeg, and pepper
There is a short biography of him in the Dictionary of Canadian Biography and he is mentioned many times in Richard Hakluyt's 1600 volume The Principal Navigations, Voyages, Traffiques and Discoveries of the English Nation. Vol. XIII. America. Part II.
Samson Occom (died 1792), a Presbyterian cleric, gave hundreds of sermons in Britain in 1766-67. He is also notable for founding settlements and for being the first Native American to write in English and have it published. The Wikipedia page lists his works, and you may also be interested in William DeLoss Love's Samson Occom and the Christian Indians of New England.
One excellent source for such stories is the 1993 article The First American Discoverers of Europe by W.C. Sturtevant, in the journal European review of Native American studies.