Other than there being no reason to pick pocket a follower, they react just like anyone else if they catch you. The only reason I know this is I accidentally pick-pocketed Lydia one time in a dungeon. If you want to give a follower something, just use the Inventory function for that.
There is no reason... unless your character is a perv. I am embarrassed to admit that my breton spellsword worked hard for 100 pickpocket just to obtain perfect touch. The "sole" purpose was to outfit Lydia, Eola and his wife Ria in their enchanted forsworn attires. He cannot even quest properly from taking time to gawk at them. Jordis is the only fly in the ointment. The pickpocket window always indicates he only has a 15% chance of swiping her ugly steel armor. She always catches him when he attempts it. So, the prude stays home in Solitude until she gets with the program.