Neither myth nor constant danger
I've witnessed two chain fire events in 30 years of bp revolver shooting; neither actually happened to me, however.
There is a debate about whether they start from the nipple end or the mouth of the chamber - in my opinion it's an interesting but ultimately meaningless debate. Chain fires are one of the many physical events that are predictable only by chaos theory, like the weather.
The fact is that they CAN start from either end, but nothing you can do will guarantee that one WILL start from a particular end.
For your range officer: the best defense against a chain fire is 1) the proper size round (ROUND, not oblong) ball and 2) the proper size (as in, they actually fit) caps. Use of a lubed wad or grease over the ball is insurance, but a ball that shaves a complete ring of lead upon loading and caps that stay on when firing will do, and are enough to do, the job.