There is a lot of Christian-like symbolism around the idea of carrying the cross, suffering affliction for doing righteousness. It is interesting that Henry's chain just doesn't fit in, while Edmund's simple one can. In medieval times, crosses became amulets that could guard against evil, and in a way Fanny seems protected now by this symbol of combined brotherly love - William and Edmund's - and of her religious piety. She won't go too far at the party, so no-one will ultimately hurt her.