Thanks Sam -
I was using the primary anvil. (In fact I never knew what that other position was for on the chain tool -(I always freed stiff links by hand).

I used a Park mini tool to secure the chain. This was a new chain, so I was approaching it from the correct side. The tool is a little small for my big mitts so maybe it does boil down to my lack of finesse with it. Would a shop-quality tool really make any difference?