Hello,
You may use Phone Link to achieve this. If you haven't already, set up Phone Link using this guide.
Afterwards, if you open Settings and then navigate to "Apps" then "Default apps", then where you see "Set a default for a file type or link type", type TEL and then press "Choose a default". Select "Phone Link", then "Set default".
Click a telephone link on a website. See if Phone Link opens its dialog to the dialer menu. You will need to click call for it to actually dial (which is meant to prevent accidental calling).
Let me know how this goes for you.