Look a little harder, CGI::Compress::Gzip works with mod_perl:

Note that the Zlib library on which this code is ultimately based requires a fileno for the output filehandle. Where the output filehandle is faked (i.e. in mod_perl), we instead use in-memory compression. This is more wasteful of RAM, but it is the only solution I've found (and it is one shared by the Apache::* compression modules).