AppImage files can be started as binary executables (set exec permission for that). A place to put them is /opt/AppImage
They do not provide desktop files.
So create a desktop file as:
#!/usr/bin/env xdg-open [Desktop Entry] Name=KiCad10 Exec=/opt/AppImage/kicad-10.0.6-x86_64.AppImage Icon=/opt/AppImage/kicad Type=Application
Copy the kicad.png icon from the running directory: /tmp/.mount_kicadremp9728916709621493320/ to /opt/AppImage
Clicking on the file the shebang is detected or on certain desktop environment not.
#!/usr/bin/env xdg-open
that executes xdg-open /path/to/your-file.desktop. The idea behind is that it opens the way the existing desktop environment likes to have it.
An other issue is that some AppImage require root permission. Desktop environment might handle this and ask for the root authentication (password or FIDO)
To run them in the firejail sandbox as when they want root permission do firejail --noprofile ./<name>.AppImage
the option --noprofile de-selects the default profile
--net=none would turn net off
~/.config/firejail/<name>.profile can creates a profile
./<name>.AppImage --appimage-extract creates a squashfs-root folder that holds the files from the AppImage.
./squashfs-root/AppRun will then run it