Take a standard, cheap exacto knife handle, and carefully bend the
belts around the contour until it reaches the desired curve. Use one of
the fatter handles, if necessary. Or, use anything that has a good
contour to it that you can use as a form.
The sections that represent the links should be strong enough to
take it. If it breaks, you'll have to glue it back together. In that
case, I'd form the separate pieces and then glue one in place, and add
the second after, taking care to make the two ends meet up correctly.