Yes, there is such a covering.
Lemma 1. If $\Omega\subseteq\mathbb{R}^n$ is open and connected, and $B,D$ are two open balls contained in $\Omega$, then there is a finite chain $\{B_j:j=1,...,m\}$
of open balls (for some $m$), each contained in $\Omega$, such that $B_j\cap B_{j+1}\neq\emptyset$ for all $j=1,...,m-1$, and such that $B=B_1$ and $D=B_m$.
Sketch of (standard) proof. Let $A$ be the union of all balls $B_m$ such that for some $m$ there is a chain as in the statement of the lemma. Then $A$ is open and non-empty (as $B\subseteq A$). Its complement $C=\Omega\setminus A$ is also open, for if $x\in C$ then there is some ball $B_x$ with $x\in B_x\subseteq\Omega$, but then $B_x\cap A=\emptyset$, for if $B_x\cap A\not=\emptyset$ then $B_x\cap B_m\not=\emptyset$, for some $B_m$ from a suitable chain, but then we could extend that chain by letting $B_{m+1}=B_x$,
a contradiction with the assumption that $x\not\in A$.
Hence $C=\emptyset$ (since $\Omega$ is connected). Pick any $x\in D$, then there is a chain $\{B_j:j=1,...,m\}$ with $x\in B_m$, so we could let $D=B_{m+1}$. End of (sketch of) proof of Lemma 1.
Lemma 2. $\Omega$ is the union of countably many open balls, say $\Omega=\bigcup_{k=0}^\infty C_k$ (each $C_k$ an open ball).
Proof. This is a direct consequence of the existence of a countable basis of open balls for the topology of $\mathbb{R}^n$. (Note. For reasons apparent below, I prefer that $k$ starts at $0$ here.)
Now, Lemma 1 and Lemma 2 answer your question positively, as follows.
Fix $\Omega=\bigcup_{k=0}^\infty C_k$ as in Lemma 2. By Lemma 1, there is a finite chain $\{B_j:j=1,...,m_1\}$ of open balls (for some $m_1$), each
$B_j$ contained in $\Omega$, such that $B_j\cap B_{j+1}\neq\emptyset$ for all $j=1,...,m_1-1$, and such that $B_1=C_0$ and $C_1=B_{m_1}$. By Lemma 1 again,
there is a finite chain $\{B_j:j=m_1,...,m_2\}$ of open balls (for some $m_2\ge m_1$), each contained in $\Omega$, such that $B_j\cap B_{j+1}\neq\emptyset$ for all $j=m_1,...,m_2-1$, and such that $B_{m_1}=C_1$ and $C_2=B_{m_2}$.
Then we extend the sequence of the $B_j$ going from $C_2$ to $C_3$, then another finite chain from $C_3$ to $C_4$, etc. That is, in general (if we let $m_0=1$), we have $m_{k-1}\le m_k$, and a finite chain $\{B_j:j=m_{k-1},...,m_k\}$ with $B_{m_{k-1}}=C_{k-1}$ and $C_k=B_{m_k}$.