There are exceptions.

Basic familiars have no HD, thus no feats.

But some improved familiars do have HD. For example, the dragon familiar feat gives you access to various wyrmlings.

The gold dragon wyrmling starts with 8 racial HD so it can choose 3 feats and advance its skills, independantly of yours, up to that point. However it can never progress beyond that level.

The homonculus can also be advanced (which is the whole point of having one in the first place as they can't talk, thus they can't use wands).