It's okay. They didn't hurt when I woke up this morning, so I did quite a bit more. After a while I don't even feel it. (someone said I must have a lot of patience to make chainmail. The truth is that I just find this very meditative and calming. I don't have time to learn patience.) The only way it'd stop me is if I completely took the skin off my fingers, but it hasn't reached that point yet.
I don't actually own bandaids anyway. I use medical tape... but due to the location of the blisters, any form of bandaging would be too restrictive.
Speaking of chainmail, someone told me a story about his friend in the Navy who wore chainmail under his clothes for training to improve his endurance. He was in a barfight and another guy stabbed him, and the knife got stuck in the chainmail. He looked down at it, looked up at the guy, looked back down and pulled the knife out. The other guy fainted.