How can we GZip every file separately?
I don't want to have all of the files in a big tar.
You can use
--keep) option to keep the original files.
Easy and very fast answer that will use all your CPU cores in parallel:
parallel gzip ::: *
GNU Parallel is a fantastic tool that should be used far more in this world where CPUs are only getting more cores rather than more speed. There are loads of examples that we would all do well to take 10 minutes to read... here