I would like to use the DMP of the MPU9250 with my BTLE Feather board but the docu of the official library says that only SAMP-Processors are supported.
Is the a different library I can use?
I did have a look at the MPU9250 DMP library provided by Sparkfun and it seems that it is specifically built for their own board which has an M0 chip on the board. However looking at the library, there seems to be no reasons why it would not work with any other board. The main reason why it might not work with something like the 32u4 board would be because the end firmware is too large or the program need too much RAM that what the 32u4 has.
There is a fix provided on the github issues page for using it with a Nano, which might help you get it work with the 32u4 here and there is another library here that you might be able to use or build up on.
However the best way might be to use a M0 chip itself if you really want to use the same IMU since getting the library to work can turn out tricky. Adafruit does sell a M0 with a Bluetooth board here that you might be able to use.