Googling seems to show that the conventional wisdom is that it's not a good idea to chain carabiners together:
Another thing to avoid is chaining carabiners together to lengthen a connection in the system. If subjected to a twisting motion they can unclip themselves. S. Peter Lewis, Toproping
Avoid chaining carabiners in succession, because they can twist, which weakens them and can open a gate. -- Freedom of the Hills, p. 170
Is there any reason not to chain carabiners together if they're locking biners? The specific application I have in mind is extending my ATC for rappelling. The FotH quote says that twisting can weaken the biners, but I don't believe this is realistically anything to worry about in a rappel setup, as opposed to an anchor.
What I've been doing previously is to girth-hitch a dyneema sling through the tie-in points of my harness, and tie a butterfly knot in the sling in order to shorten it a bit. I'm not happy with that technique because (1) I've learned that a girth-hitched dyneema sling fail in lab tests under surprisingly small loads (small fall factors), and (2) it can be a pain to get the butterfly knot out.
I tried replacing the dyneema sling with a nylon one, but the nylon one is too fat to make it practical to tie a knot in order to shorten it.