I have to agree with PhysSup and drdance in that different bodies respond to training stimuli differently. Firstly I would have to absolutely agree that the use of terms like "bulky" to describe a young dancer is concerning and I would question whether you would indeed want to send a young dancer here, and if it would be best to speak directly with the school regarding this feedback.
There could be a number of reasons for having slightly larger thighs (although I would also ask, in comparison to what?), and the aesthetics would be my last concern. I would be more interested in finding out if there is a muscular imbalance and therefore overworking the quadriceps, or if she is recruiting the right muscles to carry out the movement. The implications of a muscular imbalance would have far greater impact on her dancing than the look of her thighs. As PhysSup says, it is very difficult for females to increase muscle girth. Strength training will not create big "bulky" muscles, neither will it impact flexibility if you continue to stretch as part of your routine. Pilates, whilst it certainly has its benefits, has not been shown so far in research to increase muscular strength, so if you want higher jumps, more control in your developpes or rond de jambe, you need to include strength training.
I would suggest that instead of focusing on altering the "shape" of her muscles to focus on what they are capable of doing. If you want more in-depth information maybe go for a screening at somewhere like Trinity Laban where they can look for muscular imbalances and provide training programmes to develop any weaker areas and avoid injuries due to these imbalances. I would encourage her to train her body for what she wants it to achieve in her dance performance, rather than worrying about how it looks.