The main times you would use a compass when canyoneering is on the approach and exit hikes, to find the canyon start or your vehicle. Honestly, we almost always use a GPS or cell phone for navigation, but this only works as long as the battery lasts. It's a good idea to print out a paper copy of your map and bring a compass so you can orient the map correctly. It seems like a large number of rescues are caused by the group dropping into the wrong canyon.