There is a trick, but it's not really a trick. If you put pressure at the right place on each side, the link will slide apart. I found that if you force it, it distributes the pressure unevenly, making it hard to disconnect.

Reusable links are indicated by an "R" on the link (example: CL559R). NON reusable links have a small tab on the inside of the link near the insert. They also have "teeth" in the insert grooves to "lock in" the pin. These make disconnecting harder, thus requiring a tool.