@dev1, this should be happening automatically (the server doing the gzipping for you). Most browsers automatically request the gzipped (or otherwise compressed) version of an asset with the accept-encoding header. For example, Chrome uses the following header when I test:
accept-encoding: gzip, deflate, br
Netlify will send the content gzipped with a response header like this:
content-encoding: gzip
Again, this should already be happening. If not (or if there are any questions), please let us know.