Splintering may occur from chewing chicken bones. Poultry bones are not recommended for dogs as they have caused death from the bone splinters (which are very sharp) puncturing the intestines.
If you are chewing only and not swallowing the splinters, it is probably ok, but why take that chance?
Do you chew them to get at the marrow? or just for the sensation of chewing a hard substance? If it is for the hard substance feel, I would switch to something less splintery.
If you chew bones to get at the marrow, you might want to use a tool of some kind to scrape out the inside of the bone. You might break a tooth while chewing a hard bone too so be careful there.
All in all I would say there is a safety risk from chewing chicken bones, but the risk would be easy to avoid.