AFAICT from a quick look at the source and some experimentation, PerlIO::gzip doesn't do integrity checking, so if you can't avoid encountering corrupt files occasionally, you'll probably have to resort to an external tool (even though this is of course suboptimal from a performance point of view...). For example, the good old gzip/gunzip program has a -t/--test option to perform integrity checking.

Update: you could also try IO::Uncompress::Gunzip intead of the PerlIO layer. It has a Strict option which performs a number of integrity checks...