From https://www.broadinstitute.org/gatk/guide/tooldocs/org_broadinstitute_gatk_engine_CommandLineGATK.php#--intervals:

--intervals / -L

One or more genomic intervals over which to operate
Use this option to perform the analysis over only part of the genome. This argument can be specified multiple times. You can use samtools-style intervals either explicitly on the command line (e.g. -L chr1 or -L chr1:100-200) or by loading in a file containing a list of intervals (e.g. -L myFile.intervals).

Engine parameters should work with every tool.

After genotyping the gVCFs over small intervals, you can use bcftools concat to produce a single VCF for all individuals over all regions.