I started by making a batch of "rich roll cookies" which is a simple butter cookie recipe from the Joy of Cooking. I added a little black food coloring (you need a cake store or Sur La Table to get black I think) to make gray cookie dough. I rolled it out and made my own cookie cutter in a link shape by bending a circular cookie cutter using pliers.
I cut some of the cookies into "O" shapes and some into "C" shapes so I could link them together after I baked them, as shown here post-baking. They're brittle, so bake WAY more than you need. And don't assemble them until you've transported the cake to its final destination.
Now that the chain was done, it was time to move on to the cake.
