I use a compression stuff sack for sleeping bag and sometimes also one for clothing. I often also shove my down vest into the sleeping bag stuff sack, they are both down and readily compressible.

On this forum someone was asking questions about packing at roughly the same time that I was either packing to go on a trip or unpacking after. Thus, I had a stuffed compression sack available for photos. Thus, I snapped a few photos of my gear. I do not want to hijack this thread, so instead of posting photos here, giving you the link to the post I made at that time with the photos:
https://m.bikeforums.net/showpost.ph...13&postcount=3

The stuff sacks that I use for that are theoretically waterproof, but I have not tested them.
https://www.granitegear.com/event-si...n-drysack.html

When it comes to sleeping bags, redundant waterproofing layers are worth having, especially if it is a down sleeping bag. That is why I am using a water proof stuff sack inside a waterproof pannier.