The format you use has no impact on what % of the CPU we use. If two processes try to use the CPU at 100%, one won't win over the other. They will share 50% of it, the system slicing their respective threads equally.
What you should consider instead is time to compress, and memory usage. That way, you will avoid pagefile swapping and use the CPU less often.
The best choice would be to use the XceedStandardCompressionFormat, with the XceedDeflateCompressionMethod, with CompressionLevel at 1. You won't compress as much as using level 9, or using XceedBWTCompressionMethod, but "deflate" uses much less memory than "BWT", and level 1 compression does not fall too short from level 9 in term of size.
As for choosing XceedStandardCompressionFormat over GZipCompressionFormat, the later one has a bigger header, and requires some more processing. It also uses a standard CRC32 checksum calculation, as opposed to the faster XceedStandardCompressionFormat's Adler32 checksum.