I'm with JE and the other anti-swivel guys on this one. Keep it simple by using a bow shackle.
I put the pin of the shackle through the anchor. Some people don't do this because if you use a shackle bigger than your chain size, as often recommended, the shackle won't go through the chain link. For this you need an oversize end link.
The reason for preferring the pin through the anchor stock is to do with bearing surfaces; the straight pin gives the best contact with the parallel sides of the hole through the shank. It just looks better fron engineering point of view.