You are using the built-in WordPress gallery?
If so, you can add [gallery link="file"] to make the thumbnail images link to larger versions of themselves instead of to a separate post.
Nope, the gallery I am using is included in my theme, unfortunately. But shouldn’t it be possible to just make the image “unclickable”, especially as this is an option when selecting the featured image?
Hm, I don’t know. It might be best to get in touch with the theme’s author, then.