I was told by a shop one time, no. I knew better and just got a master link and did it anyway. No problems. I just made sure the chain links were the same and the master link were the same also (o-ring chains) I did this with NEW stuff, not a mix of old possibly worn links.
BTW that shop gets NO business of mine for repeatedly poor service even though it is the closest dealer for me by about 15 or 20 miles. :|