• Open Automator
• Create a new document
• Select Quick Action
• Set “Service receives selected” to files or folders in any application
• Add a Run Shell Script action
  • your default shell should already be selected, otherwise use /bin/zsh for macOS 10.15 (”Catalina”) or later
  • older versions of macOS use /bin/bash
• if you're using something else, you probably know what to do 😉

This list has been updated for Big Sur (and later). Since I don't use these versions, this guide might still need further improvements. For older macOS versions, please see this older revision.

• Open Automator
• Quick Action
• Set “Service receives selected” to files or folders in any application
• Add a Run Shell Script action
• Set the script action to /Applications/Sublime\ Text.app/Contents/SharedSupport/bin/subl -n "$@"
• Set “Pass input” to as arguments