I had good experiences with a master link.

I replaced a chain on a 380sel and also on a 190e 2.3. Both new chains had the master link with a clip. I had no problems with either new chain. When I talked to my indie, he mentioned being careful not to drop the clip and admitted that he had done so. Obviously he used the master link and clip.

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07 E350 4Matic wagon, 06 S430 4Matic, 99 SLK 230
retired W210 (x3), W124, W126