1 chain link shouldn't really make any difference to your spinning so I would just leave it. If you're really intent then you should be able to do it with a pair of pliers, depending on the chain, but this will weaken the chain and make it very likley that the link will open up again.
If they are fire poi, then you should definately leave them, as it is too dangerous to have a weak link, and like I say, won't affect your spinning.
Unless they are attached to the handles or poi head in a way where you can fix the chain to the handle/poi head without having to open up a link on a chain, in which case you could remove the one on the end, if you are really bothered.
But my advice would really be just to leave them, its not worth it and will make no difference.
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