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)
If Larian isn't out of their own habits, what they unloaded at the moment is far away from everything. They had it same way in D:OS2, where you would feel like you got to know the whole problem of your companion at the Act 1, but for real there are plot twists and new revelations ahead.
I can see that for SH and Lae'zel, but not for, say, Wyll. Or at least it's not done in a good way. We're knee-deep in his quest 5 minutes after meeting him. As a sidenote, that also kind of hurts the couple talks where they hint he's not actually that big of a hero, or when a warlock can call him out. It's foreshadowing for its own sake, for stuff that we'll get to know within a hour's time. Again, compare with Alistair and Duncan (and Cailan!!). That's foreshadowing done well in my opinion, that on replays make you go 'oh!'.
I guess maybe it's a byproduct of the Origin's system, that we get to know a lot all at once, but meh.
This whole Wyll's quest can be nothing more than a first stage of his quest. Like find Mizora and find out... something, I can come up with a few possible things from not that exciting to making Wyll's whole life much more complicated. Same with Gale, there is even some speculations already that he's actually lying to us and his whole situation with Mystra was quite different from what he says.
Foreshadowing is a problem for sure. Would be great if they would make a trick similar to the one they did with Astarion, who get's his vampiric attack only after his confession. With Wylls backstory he could pretend to be a rogue or a dex-fighter for a while.
I mean, Astarion's got white hair, red eyes and fangs
I see your point, though.
As for Wyll, sure. My point though is that there's too much going on for it to be the first act. That maybe we'll learn more later on is another can of worms. Right now, Wyll is the one i care the least about because we're given so much about him in such a short time that i couldn't assimilate any of it, so despite the concept of his character intriguing me the execution just made me go 'okay'.
Again, as an Origin it probably works pretty well, as a companion not so much.
It's worth to remember we don't know everything yet. They may sometimes lie or not tell us the whole truth. Or they may just not know everything about themselves. For example, I suspect Astarion isn't just a poor innocent vampire victim, and that he tells only this part of truth which makes the player feel sorry for him. It might be similar with Wyll. Maybe in the turning-point MC will discover that he is in fact a Hell's prince or something? Silly example, but I think you know what I mean. Act 1 is the exposition. We have to know origins' backstories to play with them later. It feels quite fresh to get these info in the first part of the game, because it means the writers has so interesting plans for their characters, they had to inform us about their past early.
I didn't really touch upon Astarion because from what i've seen i don't think he's got Gale and Wyll's issue (and becuase i haven't seen all that much tbh, since i never really got anything other than his most basic dialogues).