Prior to 2011, only the players next to the snapper could have their feet interlocked with the feet of the snapper at the snap. However, in 2011, Redding made a massive re-organization of parts of Rule 7, and, editorially, eliminated any reference to linemen interlocking legs. So, by the absence of such a rule, it is legal for linemen to have their feet interlocked at the snap. As long as each lineman meets the criteria for being a lineman, they may have their feet/legs interlocked at the snap.
