Aside from that the expression can be vaguely offensive to some American peoples, are there evidences of settlers' wagons trains being circled up, either for rest or for defense? Even in stories and folklore? If movies, which movies?
I suspect the expression came out of our pure collective imagination for its stark romantic imagery. Â
What do you think?
Wikipedia says a very early use of circled wagons as a defensive tactic was in 119 BC.
So whatever done, was done first by the ancient Chinese, right?  (That ought to be an ancient Chinese adage by now.)
That very same Wiki though, ties the idiom to American settlers, in this way:Â
...attack, such as by hostile Native American tribes, the travelers would rapidly form a circle out of their wagons...This tactic was popularly known as "circling up the wagons", and survives into the modern day as an idiom...
And that tie between the idiom  and that American era is supported by a bump up of usage (Google Ngram)  in the immediate aftermath.
Now supposing that that was its origin,  an interesting question would be whether the tactic it refers to was fact-based.  One will find this in another Wiki :
While Indians might attempt to raid horses under cover of darkness, they rarely attacked a train. Contrary to popular belief, wagons were seldom circled defensively.  (ref. Gregory, Leland (Jun 15, 2009). "Stupid History: Tales of Stupidity, Strangeness, and Mythconceptions Through the Ages")
On the other hand, you will find no lack of references to the contrary. Â History sometimes works this way.
Also, beware a syntactic possibility to the tactic of circling the wagons: many literatures mean by it the offensive tactic on the part of the Indian Braves. Â English sometimes works that way.
Louis Dearborn L;Amour supposedly was very careful with factual details in his stories. If he has a character walk a trail, not only does the trail exist, but L'Amour walled it.
He found 1 case 0f "circle the wagons", but never a case where indians rode around to attack. You can't hit very much that way unless you're inches away from your target. s8ch as a charging buffalo.
I can not quote any evidence about this but I don't see why you question that it ever occurred. If I were in a wagon train and came under attack, circling would seem to be a very logical way to set up a defensive position. To deny that it happened would be to deny that these travelers had common sense.