If you added clinvar annotations to your VCF file, then using something like snpSift, GATK selectvariants, or VariantAnnotation package in Bioconductor to filter out variants with the CLINSIG you want.

Hey, you can also do this intersection using Python. To do that I have followed the following steps:

1) Download clinvar.vcf.gz and clinvar.vcf.gz.tbi from ncbi

2) Install and import pyvcf from pyvcf

3) Load clinvar vcf into a new pvcf Reader object

4) Then reading your sample vcf file through an iterator giving you an tuple (chr, start, end) do a reader.fetch().

Please see more usages of pyvcf from its readthedocs

Hope it helps!