Hi Peter,
Yes this is possible using standard elements: one of the types of actions for an Action Button is 'open Link'. When selected, you have you specify what it should do: select 'Call'. Use the context object to set the button caption to the telephone number and you have your desired functionality. See also the reference guide on this subject: https://docs.mendix.com/refguide/grid-action-button
Let me know if this works for you!