I just converted some Canon 5D Mk II RAW files to DNG using Adobe's DNG Converter 6.3 (via ImageIngester) with medium sized JPG previews embedded.
Trying to view the thumbnails in Finder or images in Preview with Mac OS 10.6.4 doesn't seem to work.
Are DNG's Natively supported on OS X?
I have both CR2 and DNG files from a 5d Mark II here on OSX Snow Leopard and the thumbnails show in Finder, the previews in Quicklook, and I can open them in Preview. Are you up to date with Software Update?