On the other hand, if you want a general heuristic that could've led Fermi to do better, I would suggest reasoning that previous-historical experimental proof of a chain reaction would not be strongly be expected even in worlds where it was possible, and that to discover a chain reaction to be impossible would imply learning some new fact of physical science which was not already known.

It's wise to consider how non-hindsight might have been harder. It's even wiser to consider, for each training example, what general heuristics might've helped anyway.

I think the comments have done a good job showing that learning that a chain reaction was possible would have also implied new facts of physical science, e.g. about neutron emission of the available isotopes, so the heuristic in the OP doesn't help much.