Need better gearing for gravel bike

Riding in Vermont with a mediocre FTP (210), i’m struggling on some of the really steep gradients ( can be 15-20%). I currently have compact in the front (34) and 11-40 cassette with a long derailleur . I think with a wofltooth I could use a 11-42 cassette.
2 questions. Would that even be a noticable difference? Would I need a different chain then the ultegra 11 speed chains i’m currently using?

That’s a pretty minuscule change in gearing. It would likely change your cadence by 3-4 rpm, depending on baseline.

do you think a 46 might be possible with the wolftooth?

Why not go 46/30 in front? Or lower?
I have a Cannondale Topstone with GRX front der that’s shifting an MTB (38-24) crankset. GRX cage wouldn’t clear the chainstay when I tried 36-22. Chainrings are spaced in 2-3 mm to approximate GRX chainline.
11-40 in back with an XT SGS rear der with a wolftooth tanpan.
GRX shifters. Works great. Front shifting is a bit slow, but the FSA rings I have are not aggressively pinned/ramped.

Works well for my FTP 230 / 295 lbs self.

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Don’t know. This probably isn’t the way to go. You want smaller rings (46x30 for example), though there is no guarante your frame would permit a front derailleur position low enough. The other common option is a 1x with mtb RD and cassette.

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I don’t know for sure, but I don’t think those chainrings would fit on my Trek checkpoint (with power2max power meter)

Probably not…you didn’t mention you were tied to a spider-based PM in your OP.

I would focus on getting the smallest rings up front that your spider supports and your FD can get low enough to shift. Then worry about rear cassette. All this IMO, of course.

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my LBS is saying that 11- 46 even with a wolf tooth and long cage wont work… have you seen that combo be successful??