Are there genes in sex chromosomes that determine facial features?
Yes, having a Y chromosome does cause specific alterations to facial structure.

The Y chromosome doesn't contain much actual genetic information. Most of the information needed to activate the male developmental program (the female one is the default) is in just one gene 'SRT', the other genes on the Y chromosome aren't super important, such that you can get a normal looking (but infertile) man if this gene is transferred onto an X chromosome. 

This SRT acts as a switch causing various changes, but one of the most important ones is the higher production of testosterone. Testosterone (and some other hormones called  'androgens' cause changes to a lot of things, and one of them is facial morphology. In fact weirdly, the bones in the face retain the capacity to grow in adults, so you can give someone hormone treatment and their facial structure will change (google this and you'll clearly see the difference in people's facial shape after hormone therapy for sex change procedures - especially around the jaw). There is also some correlation, in both sexes, between the amount of testosterone in someones blood and the 'manliness' of their face.

Your teenage friends are currently undergoing a natural process similar to artificial hormone treatment, and their faces will get more and more male looking as puberty goes on.