@Snader: Oops! :poly136: Nice catch on my error. Yes my example geometry would definitely have issues. (that's what I get for rushing something for an example pic...). @1magus: I hope I didn't lead you astray with my pic.
You should use two intersecting meshes offset from each other with one rotated 90° rather than the one mesh you are attempting to use. Take a closer look at the example in the link I posted. Something like this:
It really depends on how big the chain links are, how many of them there are, and how much screen space (and how often) they'll take. For the Kratos chains, you can sorta cheese it with the transparency, you might be able to make it work with just the transparent planes, but the links themselves have to e small and take up…