Thanks for the idea, I am looking into it but the awk command is incorrect: it outputs chromosome name...
Here is a subset of my data:
~$ head subset.bed
chr1 92479680 92479683 ENSMUST00000086837 0.000000 - mm10_ensGene stop_codon . gene_id "ENSMUST00000086837"; transcript_id "ENSMUST00000086837";
chr1 92479680 92480619 ENSMUST00000086837 0.000000 - mm10_ensGene exon . gene_id "ENSMUST00000086837"; transcript_id "ENSMUST00000086837";
chr1 92479683 92480619 ENSMUST00000086837 0.000000 - mm10_ensGene CDS 0 gene_id "ENSMUST00000086837"; transcript_id "ENSMUST00000086837";
chr1 92480616 92480619 ENSMUST00000086837 0.000000 - mm10_ensGene start_codon . gene_id "ENSMUST00000086837"; transcript_id "ENSMUST00000086837";
chr1 92490817 92490820 ENSMUST00000071521 0.000000 - mm10_ensGene stop_codon . gene_id "ENSMUST00000071521"; transcript_id "ENSMUST00000071521";