Golf me an HQ9+ Compiler
Actually, 17 bytes
&quot;HQ9&quot;∩εj'N'9(t'.j

Try it online!
This program compiles HQ9+ to Actually.
Actually is (almost) a superset of HQ9+ - the only difference is that the 9 command in HQ9+ is N in Actually. Because + is a NOP in HQ9+ (the accumulator is never actually used or displayed, and thus many implementations treat it as a NOP), it is stripped out.
Explanation:
&quot;HQ9&quot;∩εj'N'9(t'.j
&quot;HQ9&quot;∩εj           strip all characters not in &quot;HQ9&quot;, preserving order
        'N'9(t     replace all occurrences of &quot;9&quot; with &quot;N&quot;
              '.j  insert a &quot;.&quot; between every pair of characters

-1 byte from Christian Irwin