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Are we "supposed to" hold hands during The Lord's Prayer?

It requires a humble heart to learn and perhaps even a more humble heart to learn to accept what the Church really teaches.

Concerning something like whether or not the congregation should hold hands during the Lord's Prayer, one would normally look to three documents for direction in this matter: The General Instruction of the Roman Missal (GIRM), The Sacramentary, Instruction on the Eucharist, e.g., Redemptionis Sacramentum.

However, none of these documents give instruction on posture (handholding) during The Lord's Prayer during Mass.  We look to these three documents, especially the GIRM,  because they are issued by the Holy See, and according to Vatican II's "Constitution on the Sacred Liturgy" #22 and canon 838 of the Code of Canon Law,  "Any substitutions [to these rubrics] must be repudiated."
The General Instruction of the Roman Missal is located at the beginning of The Sacramentary 3, (There is also a new edition of the GIRM in print). It gives all of the binding rules, or rubrics (called rubrics because the writings are in red, Latin for red is Ruber, think of ruby in English.), to be followed during Mass. The style of writing of The Sacramentary is called the positive-affirmative. Translated, this means what must be done or what may be done.  So, if it isn't specifically stated in the rubrics that handholding during the Our Father is permitted, then it is not permitted!

For example: the rubrics do not say that the celebrant cannot ride a bike during the entry procession (it's been done in our parish), so since the rubrics are silent on this matter does this mean that he can?  Of course not.

Furthermore, The Congregation for Divine Worship at the Vatican speaks with the authority of the pope on questions submitted to them regarding the liturgy. They record their answers for us in their ongoing publication, Notitiae. They said, "Holding hands during the Our Fatherhas become common place, but it is an illicit addition to the Liturgy. Holding hands is a sign of intimacy and not reconciliation, and as such disrupts the flow of the Sacramental signs in the Mass which leads to the Sacramental sign of intimacy with Christ and ourneighbor, Holy Communion."1"  That means Holy Communion is the sign of unity that we are building up to throughout the Liturgy not the Lord's Prayer.

The U.S. Bishops have also spoken.  It (holding hands during the Our Father) is unjustifiable. It is by no means the greatest abuse possible, but it does tend to introduce clamor immediately before one of the most solemn moments of the Mass (Holy Communion)."2"

Therefore,  Catholics believe that receiving Holy Communion is THE sign of the reality of the oneness of faith, life, and worship.

Yes, even after the aforementioned logical explanations, some people want to make a case that holding hands during the Lord's Prayer during Mass demonstrates unity even if that sign of unity is woefully out of place in the Liturgy.  A much more profound prayer of unity for Catholics is the Creed.  The creed states everything we believe as the body of believers!   Why don't we hold hands during the Creed??  Moreover, the purpose of praying the Lord's Prayer during Mass is as a prayer directed to the Father in surrender and petition of our daily bread.

81. In the Lord's Prayer a petition is made for daily food, which for Christians means preeminently the Eucharistic bread, and also for purification from sin, so that what is holy may, in fact, be given to those who are holy. The priest says the invitation to the prayer, and all the faithful say it with him; the priest alone adds the embolism, which the people conclude with a doxology. The embolism, enlarging upon the last petition of the Lord's Prayer itself, begs deliverance from the power of evil for the entire community of the faithful."4"

Pragmatically, the practice of holding hands alienates many people, and nothing should be introduced into the liturgy, especially if it is optional and arbitrary if it has that effect.  People complain to me about this every week without fail, especially during cold and flu season.

Can a congregation hold hands anyway, even if it is extraneous?  I suppose no one can find fault if a husband and wife, or a family want spontaneously to hold hands during the Lord's Prayer.  However, The Code of Canon Law (1983) does mandate: "The liturgical books approved by the competent authority are to be faithfully observed in the celebration of the sacraments; therefore, no one on personal authority may add, remove, or change anything in them" (Canon 826.1). (Note that this Canon repeated a previous mandate found in both Vatican II's Constitution on the Sacred Liturgy (1963) and the Instruction on the Worship of the Eucharistic Mystery, No. 45 (1967), which was issued to address certain abuses arising in the liturgy after the council.) Therefore, anyone who introduces, mandates, or imposes the holding of hands during the Lord's Prayer is violating the norms set by the Church.

Therefore, are we "supposed to" hold hands during the Lord's Prayer?  The answer is no.  Is someone going to throw stones at you if you do hold hands at this time in Saint Paul Catholic Church?  No.  This policy also gives permission for people not to hold hands at this time which a large percentage of people will find liberating because they feel oppressed by someone insistingly grabbing their hand at this time.
1 Notitiae, (1975), Sacred Congregation for Divine Worship, The Vatican, Vol. XI, P. 226
2 Eternal Word Television Network Website Questions & Answers, (January 22, 2004), Question Title: Instructed to Hold Hands answered by EWTN expert Colin B. Donovan, STL
3 The Sacramentary, (1985), Catholic Book Publishing Co., New York, NY.`
4. General Instruction of the Roman Missal