My understanding is that they are level locked when you first meet them.
If you are on PC, select them in console, then type
disable
and then
enable
and they will sort of despawn and respawn. When they respawn, their level will be recalibrated to fit yours.
That's what I've read; I haven't confirmed any of this personally.
Fist you need to dismiss the follower and read a message; then open the console, select him/her and type enable/disable. To check if it worked you can use the command "getav health" to check his/her life points before and after the procedure.
@OP, I don't know about their skills, I know followers level up, eventhough their stats don't. To update those you need the procedure I've written.