How can I make the _data.wrl.gz file for my scene smaller ?
That file contains all of the geometric data and is already heavily compressed and optimized. The only way to make the files smaller is to simplify the geometry in the scene itself. One common technique is to try using less detailed models with textures on them to simulate the detail. From a distance a couple of carefully texture mapped boxes can make a good approximation for a detailed model of a car, for example.