Sautee them in 2 batches, each with 1 Tbs schmaltz, over medium heat for about 3 minutes per side, until just barely pink inside. Don't overcook or they will be dry. Transfer to a large bowl.
Sautee the onion in the pan drippings, adding 1 Tbs schmaltz, for about 8-10 minutes. Add the Madeira wine to deglaze the pan, scraping the bottom for about 15 seconds. Pour the onions into the bowl with the chicken livers.
Add the remaining ingredients to the bowl and combine. Transfer it to the bowl of a food processor. Pulse about 10-15 times, until coarsely chopped.
Transfer to a storage container and chill. Then serve with crackers or on sandwiches with pumpernickel or rye bread.