A detailed understanding of the formation of magnetic vortices in closely spaced ferromagnetic nanoparticles is important for the design of ultra-high-density magnetic devices. Here, we use electron holography and micromagnetic simulations to characterize three-dimensional magnetic vortices in chains of FeNi nanoparticles. We show that the diameters of the vortex cores depend sensitively on their orientation with respect to the chain axis and that vortex formation can be controlled by the presence of smaller particles in the chains.