Pour a handful of paper clips into a small bowl or onto a tray.
Slide one clip into another so they hook. Add a third. Hold up the chain.
Concentration. The first few clips are hard; by the tenth it's automatic. Kids will measure the chain against themselves, around a chair, across the room. The disconnecting phase often shows up at the end, ripping the chain apart deliberately.
Use colored clips and make a pattern. Race to a target length. Connect two chains end-to-end with a single "master" clip.