Which gauge do I use?
The set up as Stubie et few other suggest is very common pratice and I have done this all the time on either side of pond.
And this set up will have more than enough capacity for your system for your workshop and a big plus that you will have 240 volts avaiable there so it will not be a issue espcally with med to large compressour ( very common for many peoples to set this up on 240 volts for few good reasons )
But one thing when you plan to do the wiring are you plan to enclose the wall or what ?? That will make the differnce on methold on useing the conductors.
Basically everything on 120 volts will be protected by GFCI recepectale or breaker ( Cheaper use the GFCI receptale at first point then it will be protected downstream )
The 240 volts items do NOT need GFCI at all.
Make sure you get the permit for this one.
The answer will be based on NEC ( National Electrical code ) or CEC ( Cananda Electrical code ) or ECF ( Electrique Code France )