How to configure the default app to open tel: links in MacOS X?

You can change it using a utility called RCDefaultApp - freeware - which installs as a Control Panel. It's old but still works right up to El Capitan [I've not tested on Sierra but see no real reason it shouldn't still work.]

Look for 'tel' in the URLs list & change...

You can change this without an extra app via the preferences in FaceTime. On the Setting tab change the last entry "Default for calls" to Skype. At least this way works for Skype for Business.

That FaceTime setting is still available on Mojave.

FaceTime/ Preferences/ Settings/ 'Default for calls' popup list