Use BUILD.bazel for third_party packages

Both `BUILD` and `BUILD.bazel` could be used as the bazel project file
and `BUILD.bazel` is preferred (see https://github.com/bazelbuild/bazel/issues/4517#issuecomment-360213750

)

This fix changes generated BUILD in third_party packages to `BUILD.bazel`.
This will help avoid conflict with `BUILD` or `build` file/directory names
in third party packages.

For example, while working on 19461 I noticed that apache thrift package
consists of a `build` directory and that causes issues in case-insensitive
systems like macOS. This PR should help avoid such conflict issues.

Signed-off-by: Yong Tang <yong.tang.github@outlook.com>