Today I read an article where the response to a critical flaw in a process was "but that's not a real world scenario, those actions would need to be done deliberately and that would require criminal energy." Phew, we're safe then. Only positive energy around, move along, nothing to see here.
It can still, of course, be done in one-off scenarios (attacking a peer on a guest wi-fi network is one easy possibility) but it's not Heartbleed-level scary, because you can't just "scan the Internet" for the vulnerability, and attack every vulnerable thing you find to useful result.
Or you can append incoming data to a big internal buffer which you pass through decompression once that buffer fills up.
You would have to look at protocols sitting above TCP that transfers compressed data, that typically would define a message based protocol, and how an implementation decompresses that data.
And, keeping in mind, that if you do manage to break something, it'll likely be the very first router in the chain, not the destination system. Exploiting said router in such a way that it will exactly rebroadcast the problematic packet (i.e. perform its intended function), from within your own shellcode--and then continuing that chain all the way to the destination--would be quite a feat.