I use about a 10 inch drift punch to drive down thru the looped ends of the crosslinks. Just have an anvil or some piece of metal with a hole in in that the punch will fit thru but not the chain. I have tried several different methods and this worked the best. I just finished making a set of 2 link chains out of 2 sets of 4 link chains a few weeks ago, and this was the least painful method that I found.
Ben in KY