Since it is more time saving to just pin the conversation instead of searching for it, Here ya go!
Just pins down the selected conversation to the top of the chat in two easy steps
1. Click the three dots menu.
2. Then click "Pin This Convo" option.
All Done! you got a pinned convo up the top.
You can also Unpin the convo the same way, Or Pressing the pin icon above the three dots menu
Works ONLY on facebook.com/messages/t and messanger.com/t