I run the apps via Explore Contents menu and navigate to the c: pf folder and such to run the app.
I mean it should be fairly easy to show a desktop (listview) with the icons present which enables the user to doubleclick.
Iow somewhat smoothening sandboxie here and there would be nice

Related:
Maybe related to using mcafee but the lnk files in the sandbox or even when recovered never seem to work.
I haven't investigated it yet but i could if you like, currently i create shortcuts in the root of the specific folder by dragging the exe with the usual keys held.
(The shortcut mechanism Windows provides).
For some of the users it may be hard to determine what to execute directly.