This picture is really just meant to show them all next to each other in one image...usually they're meant to be worn one at a time. But if you want them all on the same chain, try attaching the jumprings they hang from to the links of the chain...that will keep them from sliding. Otherwise, maybe some beads with holes big enough to fit over the chain? I've seen, like, plain silver beads that would probably work.
that's so beautiful!! You did a lovely jewelry design there, you did a good use of everypony's colours, my favorite one is the Generosity one, looks totally sofisticated as Rarity is, well done! and hope you sell a lot of these pendants