Are you using the special connecting pin to reconnect the chain, or are you just pushing in the old rivet? If the latter, this would be your problem. Shimano chains do not use straight rivets, rather the rivets expand at the ends; whenever you push the pin out, it enlarges the rivet hole. The special connecting pin is oversized to fill the oversized rivet hole.
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Cat 2 Track, Cat 3 Road.
"If you’re new enough [to racing] that you would ask such question, then i would hazard a guess that if you just made up a workout that sounded hard to do, and did it, you’d probably get faster." --
the tiniest sprinter