While not necessarily two cannon balls connected by a chain as usually imagined, sections of chain, square bullets, and various other irregular iron projectiles shot from either cannons or muskets were used somewhat frequently in the 16th century, typically at very short ranges when defending a very narrow passage such as a breach. From Sir Roger Williams' 1591 "A briefe Discourse of Warre":

when they giue the assaults, if they bee not pell mell with the defendants, their Canoniers, flankes the breach ouer their heads, both from the batterie, and with their flanking peeces: they line their armed men that haue the first poynt with Musketiers armed of the proofe. At these assaults both sides lightlie shoote all the vilest shot they can inuent, both to pierce Armes and to cut off Pikes, chained bullets, Dice of steele couered withlead:

Projectiles like this generally don't get discussed in much detail by period sources, so we can't say much about exactly how common or how useful they were. At least one veteran, William Garrard, was critical of these kinds of ammunition, claiming that extensive use would wear down the barrel of a gun over time and make it more likely to burst:

The Bullet of a Souldiers peece must bee of a iust bignes with the mouth of the same, so that faling in smoothly, it may drylie downe, and close vp the mouth of the Pouder. Some contrary to the lawes of the field vse Chayne shot, and quarter shot, which is good in the defence of a breach, to keep a Fortresse, or vpon shipboard: but being dayly vsed, it wil gawle a peece within, and put it in hazard to breake, specially in a long skirmish when the Barrell is hot.

This suggests that it was probably not a standard ammunition most of the time, and used only sparingly at very short ranges.