Opening, sharing, and managing OneDrive-stored documents directly within Microsoft Teams
Dear Samuel_1071,
I'm Renzo, I'll help you with your question.
The best practice is to sync with OneDrive client, or to edit the file in Excel for the web / Excel Online directly.
The problem begins, when the Excel file is to large, to be really honest, in my own experience when the file reach 5MB, it will create many issues with the co-workers that edit it in the local app without OneDrive client.
I suggest you to explain and advise to your colleagues to install OneDrive client just to sync that library, not for personal purposes, I mean, to not sync their personal OneDrive's, just that SharePoint library.