It is not clear to me what your rate limiting step is with the Perl script. But if you convert both your reference set (SNPs) and query set (genes with RNA expression data) to sorted BED data, you can use BEDOPS tools which are written to take advantage of sorted inputs, in order to calculate very fast answers to overlap and other set operation-based questions.

First, prepare an RNA expression file to query against, which is in sorted BED format.

Start with the Kent tool bigWigToBedGraph. Threshold the output with awk and sort it with BEDOPS sort-bed:

$ bigWigToBedGraph rnaExp.bw rnaExp.bed
$ awk '{if ($4 > 200) print $0}' rnaExp.bed > rnaExp.thresholded.bed
$ sort-bed rnaExp.thresholded.bed > rnaExp.thresholded.sorted.bed

Then convert the VCF data to sorted BED:

$ vcf2bed < mySNPs.vcf > mySNPs.bed

Then apply set operations with bedops:

$ bedops -e -1 mySNPs.bed rnaExp.thresholded.sorted.bed > mySNPsThatMeetRNAExpressionThreshold.bed

The file mySNPsThatMeetRNAExpressionThreshold.bed is your answer: positions of SNPs that are contained within genes with expression values greater than 200.

If you instead ever need to associate specific expression values with the SNP, the bedmap tool can help here:

$ sort-bed rnaExp.bed > rnaExp.sorted.bed
$ bedmap --echo --echo-map-score mySNPs.bed rnaExp.sorted.bed > mySNPsWithAllRNAExpressionValues.bed

As opposed to bedops, which just does set operations, the bedmap operation will also tell you the distribution of expression values that associate with your SNPs. For instance, if you have SNPs with multiple genes spanning each of them, and there is a lot of variance in the expression levels in those overlapping genes, then you might think about how you are thresholding your expression data.

Links to information for UCSC and BEDOPS tools:

• Kent tools source code and executables
• BEDOPS bedops documentation
• BEDOPS bedmap documentation
• BEDOPS vcf2bed documentation
• BEDOPS sort-bed documentation

I wrote a tool named vcfbigwig : https://github.com/lindenb/jvarkit/wiki/VCFBigWig

I takes as input a VCF and a Bigwig file, annotate the VCF with the overlapping data in the bigwig.

 java -jar dist/vcfbigwig.jar \
     IN=input.vcf.gz \
     INFOTAG=GERP \
     BW=gerp.bw

##INFO=<ID=GERP,Number=1,Type=Float,Description="Values from bigwig file: com.github.lindenb.jvarkit.tools.vcfbigwig.VCFBigWig BIGWIG=gerp.bw TAG=GERP IN=input.vcf.gz    VERBOSITY=INFO QUIET=false VALIDATION_STRINGENCY=STRICT COMPRESSION_LEVEL=5 MAX_RECORDS_IN_RAM=500000 CREATE_INDEX=false CREATE_MD5_FILE=false">
#CHROM    POS    ID    REF    ALT    QUAL    FILTER    INFO(...)
A    33926    .    G    A    182    .    GERP=-6.35(...)
A    45365    .    A    G    222    .    GERP=-3.55(...)

you can then filter the resulting VCF with GATK http://www.broadinstitute.org/gatk/gatkdocs/org_broadinstitute_sting_gatk_walkers_filters_VariantFiltration.html or with my tool https://github.com/lindenb/jvarkit/wiki/VCFFilterJS