Hi Ricardo,
Have you tried to re-express the Dataset object using Tabular, new in WL 14.2 ? Tabular is usually much more efficient in storage, because it uses special ways to encode the different types of columns, say dates or strings. Even if your Dataset object is deeper than two levels, it can be expressed as a Tabular object. The important thing is that it is not very ragged.
Other than that, it may be more efficient to save the Dataset object in some compressed format, like MX or WDX.