Identifying the causal variants from a GWAS generally involves identifying the haplotype blocks that contain your variant of interest, rather than the variant and the gene it is affecting itself. To find the actual genes involved, you need to consider all variants in LD with your identified associations. Ensembl Post-GWAS analysis pipeline (PostGAP) can provide automatic fine-tuning of your GWAS variants, incorporating regulatory information and population-wide LD calculations, along with your VEP results.