How to change Mail Preferences (default client) if no account is created in Mail?

This isn't possible to change your default client preferences if you don't setup a mail account in the Mail application. It blocks access to the Mail > Preferences option until a mail account is linked or created.

On a work laptop, this isn't possible since personal accounts are not allowed. On a personal laptop, this forces you to go through the setup of an email address to the Mail client when you don't want to.

Work-around?