Import gzipped sql using Drush

import_gzip_drush.sh

gunzip -c database.sql.gz | drush sqlc

drush sqlq --file=db.sql.gz works, but make sure you drop the database first, else it might result with an error on import.
So the full command would be:
drush sql-drop && drush sqlq --file=db.sql.gz
You are still prompted for confirmation before it starts deleting tables.

That doesn't seem to deal with the zipped file though. It didn't for me, anyway.

That's because only gzip seems to be supported by drush sql-query (sqlq) command -> https://drushcommands.com/drush-8x/sql/sql-query/ (under --file option)

zcat seems to be the right solution.
I used to use this method :
gunzip < /path/to/file.sql.gz | drush sql-cli --database=default