Yes, we did with Cara. She was an escape artist extraordinare! We had a 6' redwood fence and she dug under it until we put boulders (1-2' in diameter) along the fence line. Then she climbed up and stood on top of the da** fence. I would have never believed it possible except that I saw her do it (twice!). We built a barrier to keep her from climbing the fence, but that's when she showed me the 2nd time how fast she could climb. Finally it was either the electric fence or she would certainly have gotten out and been killed on the road.
In our case, since Cara only tried to climb over the fence (after the rocks were in along the bottom), we installed the electric wire along the *top* of the fence where she grabbed on with her front feet to pull herself up. If you can see a particular way that Marley is trying to escape and it makes sense, you might just try running the wire along that area so that he only gets zapped if he specifically tries to escape. That's what we did with Cara & it worked well. We watched her like a hawk for a couple of hours and she zapped herself twice and then I never saw her attempt to climb again & she never got out. She lived to be 12 yrs old.
If you can't be sure of where Marley is going to try to break out, then I'd run it along where you are sure that he'll discover it and just watch him to be sure that he's decided to stay in now. I hated to use the electric wire, but both hubby & I worked outside the home at the time & if Cara had gotten out it would have been disasterous, and we'd tried everything else. If Marley is really scratching himself up on the chain link, then the zap will be no worse than the pain of torn up paws, nose, face, etc. and once he learns that it zaps, he's not likely to zap himself on it too many more times.
Hang in there & let us know how it goes, ok? I'll be thinking of you!
Oh & BTW, before I let Cara get zapped, my husband tried it and said that it was ok. But I still wasn't convinced, so I got myself zapped then to be sure. Yes, I'm that over protective....
I just wanted you to know that I didn't take it lightly either.