Well, you do have to have an even number of links.

It is curious that the shifting was worse on the big ring. With a Rally-style (or Shimano Crane GS) this to be expected. They work by moving the guide pulley up and down intentionally, but the big ring moves the pulley downward without changing the cog. With your RD that shouldn't be the case. In fact, poor shifting suggests that the guide pulley has moved too far away from the cog, which suggests your chain is too short. Normally I'd expect a short cage NR style RD to move the pulley closer to the cogs when you go to the big ring.