The journey from zero to hero was one of the coolest aspects of BG1 and 2, yeah. I do like playing more experienced characters, though, and i'd say 'Tav' lends itself very much to that.
At the same time, though, i'd say the problem isn't really that the companions' backstories are too large, it's just that we're not eased into them. Look at the aforementioned Dragon Age:Origins, Alistair, Morrigan, Zevran all have pretty extensive backgrounds, but we're not just dumped into them right after leaving Ostagar. Compare with Wyll and, especially, Gale, in my opinion the most badly done by this point of view. They just unload everything in Act 1, after a short time that feels like a short time, and that left me a bit perplexed. (Again, especially Gale. I get he has attachment issues, but geez)