Force links to open in the app, not the default browser
Apps can request that links be opened using the app, using an API called an "intent filter".

If the app has the correct intent filter, you will be prompted to open the link using that app, and the app will then do something with it.

This has to be coded in by the app developer, and there is no way to implement it yourself unless you decompile the app and add it in.

An example of an app that does this is the Google+ app.