Your comments

I would love to edit the find results in place, but failing that at least give me an option to open all files so that I can do a find and replace across all open files afterwards.
I too moved from EditPlus to sublime.  I was an EditPlus power user for over 10 years and only sublime is a suitable replacement (although find across files is still better in EditPlus)

Anyway, this should help you.  I don't have admin on my work machine so I add it where you always have write access.   Create a new file called subl.reg with the following content (make sure to edit the sublime path), then run it.  All should be well.

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Windows Registry Editor Version 5.00

[HKEY_CURRENT_USER\Software\Classes\*\shell\Sublime]
@=""
"Icon"="C:\\PATH_TO_SUBLIME\\sublime_text.exe"

[HKEY_CURRENT_USER\Software\Classes\*\shell\Sublime\command]
@="C:\\PATH_TO_SUBLIME\\sublime_text.exe %1"
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