Oh good to see tutorials on that matter, i needed to figure things myself for that 
You change double click (and genrally “open action” by overriding this in your FAssetTypeActions:
void FAssetTypeActions_YourAssetTypeClass::OpenAssetEditor(const TArray<UObject*>& InObjects, TSharedPtr<IToolkitHost> EditWithinLevelEditor)
UE4 holds all FAssetTypeActions for default asset types in single module so look there for examples: