Small suggestion: If you have the disk space (something in the order of ~1TB), you could output wget to a temporary (i.e. wget -O - "https://storage.googleapis.com/gnomad-public/release/2.1.1/vcf/genomes/gnomad.genomes.r2.1.1.sites.vcf.bgz" > gnomad.vcf.bgz) and then query the file with gunzip + grep after in case you want to look at different genes, or you notice a typo etc. You could also do it per chromosomes and only grep the genes that match the chromosomes you need (see download page).

Since you have 500 genes, you could also put them in a text file (one gene per row) and provide the file as your list of search strings by modiying the grep part here to do gunzip -c gnomad.vcf.bgz | grep -E -f mygenes.txt.

Also keep in mind that grep with match whatever text is present; if you have gene symbols and some gene is a substring of something unrelated, it'll get matched, so you should definitely analyse your output for correct matches.

Finally, do you have gene symbols, or gene identifier (e.g. Ensembl, or RefSeq)? I would download the smallest file (chr21 sites VCF (6.12 GiB)) first and check that your inputs will work with what the gnomAD vcf provides, and then try on the whole dataset.

If you are interested in specific genes, you would probably want to use gnomAD exomes, not genomes. It's based on more samples and the file is substantially smaller.

Thanks. If I download .csv file directly from gnomAD, the data is integrated from both gnomAD Genomes and Exomes. But the code above for me only contains the data from only Genomes. Could I get the data integrated from Genomes and Exomes, just like I directly click to download?