How to construct exome interval file for gatk CNV pipeline?

Question

[MatthewP]

Hello, I am learning gatk somatic CNV pipeline following this tutorial. The gatk command CollectAllelicCounts needs one interval_list for -L parameter.
My question is how to construct such interval file for WES?
If I use interval file containing whole region captured by my WES kit, the outcome file will be too big for next ModelSegments command.

Rather, you want to pass a list of sites of common variation in your exome target regions, which can be constructed using e.g. gnomAD.

I quoted this answer from gatk forum(link), however I need more detail about how to do the construction.
Thanks.