I stumbled across this and absolutely love it! This would be a great rainy day activity. Older children can definitely weave the popsickle sticks themselves. Younger children will need a lot of help but will also delight in the result. I would recommend starting with a few short chains to get the hang of it before moving onto longer chains.
Here is a video of one of our chains.
Kids make the best teachers. This boy does a great job explaining how to create a popsickle stick chain reaction.