I've had this same question. From searching around it appears that there might be some masterlinks out there for shimano chains but most people still break and repin the chain, using a new pin each time. Looking at online retailers I'm seeing lots of Shimano chain pins sold in packs of 10, 20, etc. which would support this theory.Originally Posted by SnappyPix
For now I just plan to keep with the onbike cleaning, it's better than nothing. Maybe every 500 miles or so I'll go to the trouble of removing the chain to clean it perfectly.