Jonathan, having recently completed a heavy platinum (Au/Pt)curb
link bracelet, I think I understand the difficulty. To start, I found
it easier to create round links, solder them into a chain, then
squeeze them oval individually. This seems to be a major pain but, if
you're careful and don't slip, you can arrange things so that the
solder joints are concealed and located at the point of least stress.
Always make an extra inch or so of chain as the ends never twist
quite as evenly as the middle. Then, it is most important while
twisting to keep tension on the chain. The heavier the chain, the
more it'll fight you. Clamping one end of the chain in a vise, brace
your feet on either side of the vise, hold on tight, pull and twist.
You gotta trust your soldering, but clear the area behind you in case
a link gives out and you go flying. On my end of the chain I used a
hand vise with a mandrel inserted in the jaws for extra leverage.
Heave away. Hope this helps. Ken Paulson, Saskatoon.