How about making a .bat file which will open blender and load a python script, which will load your object? I've made a little proof of concept.
First, the python script. Save it somewhere. It could be next to the .bat file.
pathToImport = sys.argv[-1]
print('Add the specific format?')
As the import operators are not all in the same place (as you can see for the fbx and the collada) I've done this if/elif statement where you can add other formats.
Then the .bat file
%blender% -P %pythonOpenScript% -- %1
I set the paths to blender and to the python script here, easier to manage/change. The %1 at the end of the last line will be the fbx or collada file you want to open.
To finish, right click on any fbx file / properties go to the 'open with' and change it targeting the .bat. That will open the default blender scene and import your object. Any other fbx file should do the same thing. Proceed in the same way for .obj and .dae files.