Not sure if this is spoiler territory or not, as I'm not going to go into detail. However, I'll list the companions in the post to give my opinion on each corresponding sidequest.
1-Parvati - Only been able to play half of hers because of that bug that has her quest fail because she died for no apparent reason, even though I'm able to talk to her and bring her on missions.
2-Ellie - Underwhelming. I thought she was going to have a long sidequest that really delves into her past, but instead it was a brief exchange with her parents followed by a money scheme that left me thinking "That's it?" when it was done. Really was hoping her sidequest would be about her life as a pirate doctor and some old acquaintances from that life. Only touched on that briefly when you first meet her.
3-Nyoka - Probably the most fulfilling companion quest, largely because you get the backstory that I didn't think we got from the Ellie quest. Also involved multiple steps.
4-Felix - The actual "plot" of the quest was interesting and had potential to be more than it was, but it felt rushed. As though there was a lot more that could have gone into it, but instead it was so quick and felt almost tacked on. Still better than Ellie's quest, IMO.
5-Max - Closer to Nyoka's quest in that you get to learn more about Max. Although, I don't think they touched enough on his prison time. At least it felt like a fleshing out of the character.
6-SAM - uh, did I miss something? Other than getting the acid, there was no quest, right?
All in all, I thought Nyoka and Max were the only ones that were good to great. Parvati's is incomplete due to the bug, Felix's had a good concept but was incredibly short, and Ellie's was flat out disappointing.