Depends on the compressor, for sure. You probably need something with variable attack time or a blend knob to not get that typical snap on the initial stroke. Also, if you´re running a bit higher gain your tone is automatically super compressed already and adding a compressor will mostly add mush.
I´d recommend a VFE White Horse, I used that one for years and it can do just about whatever you need from it. Very different from the typical Dynacomp or Boss offerings, which I wouldn´t recommend here. The cool expensive choice these days is the Cali 76, which is more like an old studio compressor.
With that said, if you have a compressor on all the time and you roll back your guitar volume you will actually be removing bits of the extra compression, given how the threshold works. Could be tricky to balance the amount of compression that way.