I made chain links that can be printed one by one wide side down, and linked after printing.

The one with the cut in the short side is easy to link just by pushin two links together, but if you pull on the chain they come off easily.

The one with the cut in the long side is a bit harder to assemble, but you can pull on the chain and it won't come apart. To connect two links y put my pliers inside of one and open them so the gap widens a bit (carefully so the link doesnt split), and then insert the other link.