You're correct, most of the time the yards will drain all the fluids, so you wont be able to check those.
The first thing I look at is what oil filter is on it. If its got a Fram I will think twice about it and may just keep looking.
It wont be easy to check compression in a wrecking yard, you need rpm's turning the engine to get a accurate reading.
Most EA82's in the yards are high mileage, but sometimes you get lucky. A wrecked one would be the best candidate for a engine.