Eu usei o python com bzip2.exe
para o Windows.
#!/usr/bin/env python
import os
import subprocess
rootdir = "C:/XXX/"
for root, subFolders, files in os.walk(rootdir):
for file in files:
filename = os.path.join(root,file)
if(os.path.splitext(filename)[1] != ".bz2"):
print("Compressing "+filename+"...")
process=subprocess.Popen('bzip2.exe %s'%(filename),shell=True)
process.wait()