Hi Jonathan,
It's called Jack Chain (any figure 8 chain with the loops bent to right angles).
Such chain was mostly used by the period military so the whisk and prick would not be lost in combat or just lost from something weaker used to suspend them that broke too easily.
Most hardware stores carry it in both Brass (which is also period correct) and sometimes "black," meaning it isn't plated. I buy it at Home Depot or Loewes when I need it.
You can also make your own using Black Iron Wire or Brass wire.
Many sutlers sell repros of them as "Whisk and Pick" Sets or "Pan Brush and Pick" sets.
Gus