You'll need a way to restrain the chain -- I wouldn't use the windlass to do that. A proper chain stopper is pretty expensive. (You'll need to restrain the chain even if you use a snubber.)

I wouldn't use a chain hook because I think it's really not designed for repeated shock loads.

SO, you sort-of have to decide -- either make sure you have a decent length of line rode left or really set-up for both chain and rode...or.