I like susanmajp's idea of putting 3 chains together to make one strand and then braiding 3 strands together. You could also pin 12 or so chain ends to an ironing board or pillow and braid them together. You can find instructions on the internet for braiding more than 3 lengths at a time.
I think that I'd take several chains (not just three) and actually braid them together to make the rug thicker. Just tie the chains together with yarn, but make sure to use square knots so they don't come undone. Once you have long braids, just turn them on a flat surface (to make sure they'll lie flat and not buckle), and whip stitch them with more yarn. Make sure you use the same type of yarn--don't mix acrylics with wool blends which will shrink. As you attach different colors, the rug will change and it will look much like a crocheted scrap rug.
If there's not enough for a rug, you can make pot holders or hot plates/trivets from them too. I'm sure the girls might enjoy giving them as gifts that they made themselves.
If they get really good at crocheting, instead of braiding rugs, they could take the chains apart and use several yarns in varying colors at the same time to actually crochet a rug that doesn't have to be braided. Working it in rows will probably be easiest for beginners. I've made several of these with yarn scraps and a jumbo hook. They last forever and wash really well. I crocheted with at least 6-10 yarns at a time. As I ran out of a color, I simply attached another one, so the rug changed colors gradually. The jumbo hook with the 10 yarns made the crocheting go really fast.
You could zig zag each row to the other on the sewing machine. Or use hand stitching back and forth from one row to the other hiding it so as not to see the thread. I've seen braided rugs like that. The stitches are very evenly spaced.
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