Well, QP's Chisel Tools tutorial answered my question. @Vintarian Do what was mentioned before about orienting the block you want to add. Then, to add it to another chiseled block, you have to combine the two in the crafting grid (the main block above the one you want to add to it). Place the main block where you want it, then use the F key to add material, as usual; the added block will now be there.
I hope that allows you to do your interlinking. I was just wishing for a chain guardrail myself, but I think that's more complicated than I want to try; I'll have to stick to wooden handrails.