A relative newcomer to the world of fine scotch, whisky maker John Glaser’s 14-year-old Compass Box Whisky Co. has turned out an impressive, diverse array of small-batch whiskies. A prime example is his latest endeavor, the General ($300)—a blended Scotch whisky named after the Civil War locomotive that appeared in the classic 1926 Buster Keaton silent film of the same name. Just like its steam-powered namesake, this non-chill-filtered, 106.6-proof cask-strength whisky is imposing and powerful.

The General …