You can also just use Edge Blocker:

www.sordum.org/9312/edge-blocker-v2-0/

…And if you do any of those things (like ye gods forbid, press F1 in a File Explorer window) it simply won’t work. Depending on the object in question either nothing happens at all, or you get a sad easily dismissable dialog box complaining that Windows couldn’t open Edge.

You can also block the Edge webview component if e.g. you would like Steam not to work.