Update 2020-12-16
With release v1.52.0 being shipped you can sort open editors. From the release notes:
There is a new setting
explorer.openEditors.sortOrderto control the sort order in the OPEN EDITORS list.The values are:
editorOrder– Editors are listed in the same order as editor tabs are shown (default).alphabetical– Editors are listed in alphabetical order inside each editor group.
Update 2020-11-16
It seems this will be possible with the next November release v1.52.0 (Reference). This release is expected to be shipped early December 2020.
Original Answer
This is currently not possible.
However the VS Code team is aware of this feature request and it can be tracked here.