They watch their own movies:

[Radical]

How would your favorite non-movie character feel if he/she watched the movies based on his/her adventures? I'll start:

Doomguy watches DOOM: Annihilation

DOOMGUY: Hmph. Lady has the stones to say "Who needs a Doomguy?" and then can't kill a damn imp...maybe I should send the studio my card the next time they wanna make a movie about me. We're talking two hours of me doing my thing...three if they want a storyline.

[Frobisher]

Had to google to see if that is a real thing.