Some people's skin chemistry reacts with zinc coating -- apparently with odorous results. Can't say I've ever experienced it or met anyone who has. At worst, I've had damp galvy smell like a chain link fence on a rainy day, with my nose right up against it. All the mail wearers I've ever known did have something to pad them, beneath that mail.
For cosplaying, anodyzed aluminum is enough. You'd affix borders of it to an under-garment, something that isn't stretchy t-shirt tricot, using a whip stitch and quite stout thread, nearly cord, or the nylon stitching thread sewing awls use. Or ribbon dental floss, or Tandy artificial sinew, which is nearly the same stuff and comes in several discreet colors.
I was actually thinking 5/16" mild steel and stainless, and I definitely considered the possibility of missing rings if I wasn't meticulous, but I didn't know if it was possible at all. If it is, it gives me some hope of eventually going that way.
depend on the gauge and ring size. once say 16 516 is linked in a full sheet going back and welding is difficult (its possible and do-able for sure) , just trying to hold the ring with the pliers and getting good contact with the weld points.
however you could just modify the weld points some to make it work better. so you could bring a finished piece to the welder and do it one row at a time.
it also brings up the possibility of missed welds,