Sandia National Laboratories has been tasked with the simulation of nuclear weapons parachute performance. These high performance parachutes must operate under a variety of conditions some of which are in the compressible flow regime. As part of the Accelerated Strategic Computing Initiative (ASCI), Sandia has developed a 3D incompressible gridless vortex code (VIPAR) which is capable of simulating unsteady bluff-body flow over time-dependent geometries. In the present paper, the notion of extending classical incompressible gridless vortex methods into the compressible regime is discussed along with possible directions which one might take to eventually obtain a mature algorithm. The general motivation for extending the gridless vortex method is to be able to capitalize upon its inherent advantages (no gridding in the fluid volume, limited computational domains, easily satisfied farfield boundary conditions, etc.).