And these little fellas/gals do it how?
Actually, it's not that hard. They (like almost all living creatures) are mostly water - the stuff is incompressible. No amount of additional pressure will affect water at that limit already. Everything else would be bone - though there would not be any sort of cavities or sinuses to hold air.
When the bathyscape ('deep ship') Trieste landed at the bottom of the Marianas Trench - Challenger Deep - in 1959 they reported disturbing fish there. There is no limit to the depth that fish would be able to adapt to.