Yes, they did have chemistry, but not throughout the play, I think that is because they alternated between being Jack or Ennis and being the narrator. I think the chemistry was most clear during the reunion scene, the motel scene and the scene during their last fishing trip, where Jack says "That is one of the two things I need right now" (I love that line and I hate that it's not in the movie!). Overall, they were obviously enjoying playing this together.