Enterprises that develop online games have to deploy supporting infrastructures, including hardware and bandwidth resources, in order to provide a good service to users. First Person Shooter games generate high rates of small UDP packets from the client to the server, so the overhead is significant. This work analyzes a method that saves bandwidth, by the addition of a local agent which queues packets, compresses headers and uses a tunnel to send a number of packets within a multiplexed packet. The behavior of the system has been studied, showing that significant bandwidth savings can be achieved. For certain titles, up to 38% of the bandwidth can be saved for IPv4. This percentage increases to 54% for IPv6, as this protocol has a bigger overhead. The cost of these bandwidth savings is the addition of a new delay, which has an upper bound that can be modified. So there is a tradeoff: the greater the added delays, the greater the bandwidth savings. Significant reductions in the amounts of packets per second generated can also be obtained. Tests have been deployed in an emulated scenario matching an access network, showing that if the number of players is big enough, the added delays can be acceptable in terms of user experience.