.... to a grooved 'chain' roller, so that the links are controlled from twisting/rotating by the groove and the connection is oriented so that the 'shackle' meets with and travels over the roller with the connection shackle 'flat' to the roller.
If you don't use a 'grooved' chain roller, then bring the anchor connection 'close' to the roller, hand twist the chain (between the gypsy and the roller) so that the shackle realigns and to be 'flat' when it 'crosses' the roller (and the edge of the shank of the roller IN the groove of the roller). Pics are better so I hope that a verbal explanation to a 3D geometry/alignment problem is obvious ... in your head.