Unhappy and depressed with veneers size. They're bulky, disproportionate. Can they be filed? (Photos)

Hi:It's best to go back to your dentist and share your concerns.  Most of the times veneers can be adjusted to look more natural.Best,Dr. Maddahi

I am sorry you have to go though this experience. I am missing a before photo to evaluate your arch, but I agree they look too wide and too square and too thick.
The only part you can change is the length with no problems. They can be shaved down and made smaller, however thinning them out is a differwnt story. While I have successfully thinned out a veneer or two when they were too thick, you will loose the original glaze, thus making them less shiny. Doing this on many or all teeth is not a good idea. Don't feel unhappy about yourself . Go back to you last dentist and see if he is willing to fix it. If not, find a great cosmetic dentist and  get them redone. Yes you pay twice for them but there is no value in getting back your self esteem. 
That's priceless. Take action this week

The best way to correct your situation is to remove these veneers and replace them with thinner more esthetic ones. I'm sorry that you are having this experience. Be sure to really evaluate your next set before they are bonded permanently.