Select the bookmark’s Name. When the URL appears in the address field of the browser, click on it. It will open in your default browser (which in my case is DEVONagent).
Control-click (right- click) on the bookmark’s Name. In the list of contextual menu options choose ‘Open With > DEVONagent’.
With a page open in the built-in browser, choose Tools > DEVONagent.
Yes, the page will open in the built-in browser, so that doesn’t fully comply with your request.
Double-clicking opens the page in a new document window, which is often useful, so don’t expect double-clicking to change to open it in DEVONagent. Sorry.