Randy, you can solder the assembly together when fabricating the roll cage. Brass tubing may give you better results for this. If you measure carefully and drill tiny holes in the tube walls where you want to connect the open-tube ends, you can insert small gauge wire for a neat fit and added strength.
Using the same pin-hole-and-wire technique, you can then use epoxy to mount the roll cage to the chassis.
It'll take patience and maybe a few re-do's to get it just right if you do it this way. Let us know how you decide to do it and how it comes out.
Glenn