No, I don't think so. Even if it's really thin, a gas is still made out of
atoms and molecules, with protons, neutrons, and electrons inside.
As tiny as those all are, they still have mass and occupy space.
So you can push them closer together, but no matter how hard you
squeeze them, there must be some point where you can't make them
any smaller, because they can't completely stop occupying space.
We'll talk about black holes some other time.