I've done it a couple of times, and so far have never had a problem related to that particular thing. I use master links and therefore have two masterlinks with a couple of chain links in between for the splice.
I will advise to use new masterlinks, as I do feel (based on some experience I've had) that if you ever try to use a master link beyond what would be a normal chain life, they wear out and can actually spontaneously uncouple. I know it sounds strange, but I've had that problem, and it's the only thing I can think of causing it. I think their life span is longer than any chain though, so if you simply never move a master link from chain to chain, you won't have that problem.