Is there a way to play the Doom 2 master levels in the GOG download in GZ Doom?

No, there are several ways! ;-)

1. Drag the wad file on the exe or use the commandline to load the wad. You have to warp to the correct level by hand.
2. Master Levels Menu Interface. Requires manual level editing for attack.wad.
2. Unofficial Master Levels for Doom 2 Patch by Blzu3 (can be found here)
4. WadSmoosh

I would recommend 4. It's the most comfortable version. Otherwise use 3. I've used 2 in the past, but the other two are better options. Only use 1 if you are desparate and do not want to use custom software.

Downloaded wadssmooth, but there are no instructions on how to use it.

And you do know that there is no separate master level was in the GOG version of Doom 2, but it is bundled with the basic Doom 2 wad?

No, they are bundled with Doom 2, but are still separate files. The separate masterlevel wads are in the master\wads subdirectory.

The manual for Wadsmoosh is on the bitbucket overview page.

You have to copy doom2.wad, the master level wads and (optionally) doom.wad into the wadsmoosh's source_wads directory and run wadsmoosh.exe.

Then you have to copy the generated doom_complete.pk3 into the gzdoom folder.

I actually found the instructions in the readme,it was not obvious where they were.
But I put all the was files in the source folder in the wassmooth file, it worked fine, generated a new pak file and it works beautifully in GZ Doom. Thanks!
I Hope you were not angry with the "Did you know" reference;but you get a lot of advice in this forum from people who are not familiar with the GOG version of Doom,which is a bit different then the standard releases.

No problem. You're welcome. But there is one thing that is bugging me: It is "Where's All the Data?", i.e. WAD not WAS.

Sorry about the Typo......