From experience, I'll tell you, leave the link on.

I had a pin come out and it left me sailing on one shroud. I didn't know it was loose, until I tacked. The mast promptly fell over. I keep a spare pin or two in the unused holes. -So we just floated to shore, re-attached the shroud, and remasted. So an incident that could have ended the days sailing, instead was just an interesting diversion from the normal routine.