Contact Rock Island Armory, it is very possible as they make the compact in both 45 and 9mm (I have both), but at the price they are you can buy both guns just as easily.
The 45 is much larger in diameter than the 9mm. This means that a 45 ejector won't work in a 9mm gun. It also meas that the groove in the slide in whih the ejector rides, has to be widened to accomodate a 9mm ejector.