Trick

If you have manually installed java (e.g. in /usr/java/ and it does not appear in your open with dropdown, you can manually add it as follows:

$ cat ~/.local/share/applications/openjnlp.desktop
[Desktop Entry]
Encoding=UTF-8
Version=1.0
Type=Application
NoDisplay=true
Exec=/usr/java/jre-x64/bin/javaws %f
Name=JNLP
Comment=Open JNLP files
Terminal=false

Restart the session to make it appear in the list.