Following your suggestion I found Clicking shell scripts in Dolphin doesn't cause them to open in a console <https://forums.opensuse.org/showthread.php/481163-Clicking-shell-scripts-in-Dolphin-doesn-t-cause-them-to-open-in-a-console?p=2612538#post2612538> . Which hints there is no straightforward way of achieving what I want - double click to open terminal. So I ended removing the executable permissions from my script. This would cause Krusader (and Dolphin) to Open instead of Execute thus remembering the 'Open with' preference. And use 'konsole -e bash' as you suggested. The only downside is that now I can not execute the script directly from command line. I can live with that :)
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