The earliest mention was in an 1890’s book of magic tricks which had the detailed woodcut illustration of the arrangement of the links shown here.
The short description instructed the reader to wrap soft wire tightly around a rolling pin and then cut the wire along the top length of the coil to make rings.
At that point, one was directed to connect the rings exactly as illustrated in the drawing, soldering each of the rings closed when finished.
And, apparently, that’s how they’ve been made ever since… find an existing one and duplicate the connections, ring by ring.
– More to come soon! –