Are you talking about lemmy links? If so, you can force an app to open them but it depends on your phone manufacturer and whether or not that setting is hidden. For Xiaomi, you need an app to access hidden settings (you may want to enable a DNS adblocker or something similar before using this) so you can force your chosen Lemmy app to open all Lemmy links in-app.

edit: for any Xiaomi users that read this in the future, download the app I linked above ("Hidden Settings for MIUI").

1. Open it
2. Click "Manage Applications"
3. Find your Lemmy app in the list, click on it
4. Scroll down to "Open by default"
5. under the verified links header should be an "Add link" button, click that and tick every option that pops up. If Add link doesn't appear, then your Lemmy app hasn't associated any links with itself - let the dev know, because they need to do this otherwise the app is not capable of opening Lemmy links! Right now, only Summit and Jerboa seem to support opening Lemmy links.