You can apply the Master Key of Thievery to an iron chain you are shackled to, which unlocks it and unpunishes you. Possibly, if your god is smiting you while you have the Key, they will avoid choosing punishment since you can easily escape from it.

If the iron chain connecting you to your ball is corroded or rusted, it is easier for you to break with a hammer.

Monsters shouldn’t be able to hide under the iron chain attached to you when you’re punished.

If the chain of your iron ball is rusty, you have a low chance of destroying it with a force bolt, from either the spell or wand.

Polymorphing into any Tiny monster, or a Small non-humanoid monster, allows you to get free of any iron chain around your ankle even if your new form still has legs.

If you are wearing fencing gloves and are carrying some iron chains, you can create iron bars (a “fence”).

Iron chains are given either whip or flail skill. Probably flail, since they’re heavy.