It sounds to me like DBT is working for you - which is FANTASTIC! I have done full on DBT (completed my two cycles) and I also experienced a lot of positive things from it - including the elimination of a number of maladaptive coping mechanisms.

But, while the group is supposed to be a skills group, I think it's critical that everyone there feel heard and validated.

Instead of a letter, have you considered writing out a DEARMAN explaining what you are experiencing and (this is important), what you want from the group that you are not getting? Then, instead of a one-on-one, reading your DEARMAN during the homework part of the group?