Create a BGZIP index (BGZF) on the fly

[nh13]

See: http://www.htslib.org/doc/bgzip.html. This should not be too hard if you keep the uncompressed and compressed byte offset of each block you are processing. Right now, I have to use bgzip to create the index.

[sstadick]

I do really want this and just haven't gotten around to it / needed it myself yet.

[nh13]

Maybe I’ll make a PR