How can I run a command for multiple files?
Assuming all your vcfs are in the same folder:

for file in *.vcf; do
    grep -v "##" ${file} | awk '{print $1"\t"$2"\t"$2"\t"$4"\t"$5"\t"$6"\t"$7"\t"$8"\t"$9"\t"$10"\t"$11}' &gt; ${file}.txt
done