Each save is a folder in the '..\Documents\Larian Studios\Divinity Original Sin\PlayerProfiles\<ProfileName>\Savegames' folder. In Windows Explorer, right click on the save folder and select 'Send To | Compressed Folder' to zip it.
Alternately, you can use the D:OS support tool
(for the PC version) to create a report.zip file which will contain system and game information, as well as your saved games. To significantly reduce the file size, you could then delete all but one or two saves from the zip (leaving the latest save, and maybe the most recent save with the books and oldest where they were no longer listed).