That was my thought too, but do you know of a place where such a file can be found for a whole genome, like mouse? We do exon capture only, and I've been using the probe .beds, but they are bigger than exons.

One of the example tutorials on the galaxy server is extracting exonic regions only from the human genome.

.bed files can typically be created from UCSC using the Table Browser. For mouse, you could use the Table Browser to get the regions for any number of transcript models in .bed format.

Thank you very much for the inputs!