If you do want to do this, I've had limited success with NetDrive which can mount an FTP drive as a drive on your computer. This means that a compiler such as WinLess can see the drive and compile the CSS.
I say limited as if I open up my Less file in my text editor and press save, check the browser, go back to the editor - it gives me a message that "another user has updated the file". I'm guessing that it thinks that because I opened it up through NetDrive that NetDrive had updated it.
I can open the file through the in built FTP of my text editor but then WinLess doesn't seem to be able to see it.
There's definite potential with something like this. There's also a market for a CSS/LESS basic HTML editor for windows that can compile the LESS automatically and work with a built in FTP drive. I'd pay good money for something that did that!
If you do compile files on a production server I'd suggest that you need to make regular backups of the main CSS file - although this would be best practice anyway.
Hope that helps someone or if someone has more success with any of this please let me know!