The vtkDICOMReader is able to read compressed images, too, as long as it is built with USE_GDCM=ON.
My approach is to build GDCM with GDCM_USE_VTK=OFF, i.e. build the GDCM libs but not the vtkGDCMImageReader. Then, for VTK, I enable the vtkDICOM module and set USE_GDCM=ON. That allows vtkDICOMReader to use GDCM for decompression.
In short, it is not necessary to build vtkGDCMImageReader. You can just use the GDCM libs with the vtkDICOMReader.