Ted knows a lot more about various setups than I so he's the one to best comment on your specifics. Yes, probably best to drain the equipment before blowing as a general rule. I don't have a main drain and have never dealt with one but just remember that all you need to do is winterize above the frost line and I suspect in MN that's 4 feet or lower. Also remember that a larger mass like the filter tank, takes longer to freeze before smaller masses like the pipes so don't sweat the cold snaps with the big stuff. As for connecting the compressor somewhere else, that depends on if you can break into the system somewhere else. Probably nothing to be gained.
Al