Edit: ^^^ The shoe laces and hot wax seem like good ideas.
You'll have to degrease it first, which isn't the best idea since the factory lube is so good. Anyway, if I were going to do it, I'd soak it in simple green for a day or two and maybe wipe it down with brake parts cleaner. Then I'd take some sand paper to it. Since it will be hard to sand the inside links, I might attempt to mask them all off and paint only the outer ones.