I've heard rumours of a feature film

It was a joke. On the Vol. 2 DVD set, they said it as a joke so that they could do a fake audition of big-name actors in the roles of Pinky and Brain, getting "coached" by Rob Paulsen and Maurice LaMarche. Moe said later in the skit that there are no plans for a P&B film in reality.

"Room filled with empty people!"

I think I've heard some. On the show's Wikipedia page, under "On Pinky, Elmyra and the Brain," there's some interesting information: "There have been many Internet rumours of a 'Pinky and the Brain movie,' set to be live action with the mice as CGI characters. It's still not known if this is true, even Paulsen and LaMarche have been commenting about it on personal blogs, stating that they need to talk Steven Spielberg into it. Paulsen and LaMarche are currently members of the 'Animaniacs Revival Project' on Facebook."