For merging them all, you can try to follow this. It assumes that your VCFs are in /home/MyDir/Raw/. You will also need a FASTA reference genome whose build matches that of the one used to call variants in your VCF (it's possible to avoid this step though - you'll come across it).

This:

• gzips and tab-indexes each VCF
• Normalises each VCF to produce a BCF
• Merges all BCFs into a single VCF

Get a list of all VCF samples

cd /home/MyDir/ ;
find /home/MyDir/Raw/ -name "*.vcf" | sort > /home/MyDir/VCF.list ;

Loop through the files and bgzip/tabix each

while read VCFfile
do
    bgzip -f "$VCFfile" ;
    tabix -f -p vcf "$VCFfile".gz ;
done < /home/MyDir/VCF.list

Get a list of all gzVCF samples

find /home/MyDir/Raw/ -name "*.vcf.gz" | sort > /home/MyDir/gzVCF.list ;

Normalise all files and store as BCF

#1st pipe, splits multi-allelic calls into separate variant calls
#2nd pipe, left-aligns indels and issues warnings when the REF base in your VCF does not match the base in the supplied FASTA reference genome
while read gzVCF
do
    bcftools norm -m-any "${gzVCF}" | bcftools norm -Ob --check-ref w -f /ReferenceMaterial/1000Genomes/human_g1k_v37.fasta > "${gzVCF}".bcf ;

    /Programs/bcftools-1.3.1/bcftools index "${gzVCF}".bcf ;
done < /home/MyDir/gzVCF.list

Get a list of all bcf samples

find /home/MyDir/Raw/ -name "*.vcf.gz.bcf" | sort > /home/MyDir/BCF.list ;

Merge all BCFs

#command="/Programs/bcftools-1.3.1/bcftools merge -f PASS -Ov -m none " ; #just keep PASS variants

command="/Programs/bcftools-1.3.1/bcftools merge -Ov -m none " ;

while read BCF
do
    command="${command}"" ""${BCF}" ;
done < /home/MyDir/BCF.list

command="${command}"" -o /home/MyDir/ProjectMerge.vcf" ;

echo `$command` ;

bgzip -f /home/MyDir/ProjectMerge.vcf ;
tabix -f -p vcf /home/MyDir/ProjectMerge.vcf.gz ;