A partial solution to this problem is to 1) add `/opt/telegram` to `$PATH` and 2) create a symbolic link
sudo ln -s /usr/bin/firejail /usr/local/bin/Telegram
Now Telegram will run automatically in a Firejail sandbox _when no absolute or relative path is specified_.
In other words, the following commands will start Telegram in a sandbox:
Telegram
firejail Telegram
firejail /opt/telegram/Telegram
/usr/bin/firejail Telegram
/usr/bin/firejail /opt/telegram/Telegram
The following command will still run Telegram without sandbox:
/opt/telegram/Telegram
You can verify that Telegram runs in a sandbox with `firejail --list` and `firejail --tree`.
Source: man 1 firejail, section `DESKTOP INTEGRATION`