Probably the easiest thing to do is to install the application outside the sandbox, but always run it inside the sandbox by creating a virtualized shortcut. This way you can just double click on the shortcut as you would normally do to start the application, but the application will be sandboxed.
Then if you want to update or change the configuration, run the application without using the virtualized shortcut. This way the application will start outside the sandbox so any changes made will be permanent.
In the case of an application like a web browser, you could add folders like history or plugins to the sandbox exclusion list so changes you make to your plugins configuration will always be permanent, or your history will be persistent even if you clear the sandbox. Of course, depending on what you exclude, this could reduce the security effectiveness provided by the sandbox. The more you exclude, less of a reason to run anything inside the sandbox. So if it were me, even with web browsers, I would just run it outside the sandbox to make any changes.