Is there any way to say that the currently selected file should be opened with Sublime or any other external editor?
I am aware of the Shortcut Main Menu -> Navigate -> Select In... -> 8 to open the file in finder or any other suitable file explorer. From there I could open it in Sublime, though that's one step too much for me.
So any fancy makros / plugins who would directly open the file in Sublime?
                        
You can define External Tools.
With
Right Click -> External Toolsyou can open the file with sublime