Hi there.
Here's what I do:
A.
I cut all links off sprue and put them into a film container. Much clicking of the snippers to drive the wife nuts!
B.
As I'm building other stuff and taking breaks I clean up the links, removing any sprue attachments and cleaning up ejector pin marks. Ejector pin marks that are recessed get ignored or I put a little white-out in them. Cleaned up links go in another film container. I have a little stockpile of links on the go all the time. It's easy to clean up 20 links a night for a couple of weeks at a time. It takes a few minutes each time, rather than going nuts doing them all in one tedious, long session.
C.
Assembly of the links happens when I know I have about a half hour of modeling time (uninterrupted, so pee first!) and the running gear and lower hull are fully assembled. I have a long piece of wood (about 100cm by 20cm) with a thin piece of wood nailed onto it (about a cm wide, and half the length of the board. This is one straight edge. I use a metal edged ruler as the other straight edge. I place a half dozen links together, then brush the joints lightly with Testors liquid glue (comes in the glass bottle). I add a few more links, repeat until I get a length that looks about right (95 links or so for a Pz. III chassis in this case).
D.
That completed length of track is allowed to dry for about 10 to 15 minutes. I test the state of the track by attempting to pick it up. If links fall off, it's not ready! Once ready, the length of track is flexible, but won't fall apart with gentle handling. I then put the length of track around the running gear. I don't glue the run together, but I make sure there is a nice join under a road wheel (or in the upper run if that part is hidden).
E.
For the Stug, I sagged the tracks between the return rollers a bit by pressing down gently with my finger. As always, I seem to end up with too much sag compared to the vast majority of photos, but it's very hard to get just a little sag.
F.
I get a short run of tracks and put them under the opposite bogey wheels, and leave the run of links to dry overnight. So I do one run one session, and the other side another time. The short run of links for the other side prevents the tracks from going askew when drying.
G.
After the glue is dry, I pop the whole run of tracks off the running gear so I can paint the tracks/running gear separately before final assembly and weathering.
This is taken from my article about building a stug IIIB.
https://armorama.kitmaker.net//features/77 I have some pictures I took of the process, that I plan to upload soon. I hope to do that this week.
The only tweak to these directions, is that for some DML tracks, it's necessary to file or sand the place where the links join up. You need about 96 links for each run on a Pz IV. I file the connector ends in one session before assembly. Boring, but it's easy to count out 100 links, clean them up and pop them in a film container. That way you can have tracks prepped all the time.
I've never tried making several runs of links and putting them on. The one long run of links has worked for me every time (DML Pz III/IV links, DML Bishop, & ICM Luchs links).
Hope this helps.
Andy