Specify Preview Frame in Animated GIF for Facebook

Hi all. Is there a way to force Facebook to show the first frame of an animated GIF as the preview, if you upload it as a photo/video?
Have made the animated GIF in Photoshop no problem, but when uploading it to Facebook as a photo/video, FB keeps using a frame other than the first frame as the static preview. At first I thought FB was selecting the last image, but making the last frame the same as (or even slightly different than) the first frame, it still creates a still image of an inner frame that is showing both images.

This of course is giving away the joke as it shows the end result "punchline" and not the initial set-up image.

I cannot find any settings within Facebook to choose which frame to use. Nor do I see anything in Photoshop to set a frame as the preview frame.

(Note: it does seem to use the initial frame if you upload the gif to your website, then link to it in FB, but FB adds your url to the static image and makes it a link, which isn't always what you want.)
Thoughts and advice appreciated.