How can I translate the sentence "We are walking hand in hand" in Latin? I am not sure how to render "hand in hand". A direct translation would be Ambulamus manus in manu. But can I use a nominative manus like this? It is probably better to use something like the absolute ablative manibus coniunctis, but I want to know if there is something grammatically closer to "hand in hand" than "with hands held together". Another option seems to be to put the hands in a separate clause (Ambulamus et manus in manu est or something in that direction).
In addition to loading...'s excellent answer above, I would like to add a couple of suggestions.
iunctus (nom.) + dative of person with whom you are holding hands
iunctaeque Nymphis Gratiae decentes
the becoming Graces hold hands with the Nymphs
Horace, Odes, 1.4
carae Proserpina iuncta Dianae
Proserpine holds hands with dear Diana
Valerius Flaccus, Argonautica, 5.345
Neither of these examples specify hands yet it is assumed that this is what they are doing because in both scenes they are dancing (like loading ...'s example above).
Further, iungere + manus is regularly used to mean exactly that. See: Ovid, Ars Armatoria, 2.254; Statius, Silvae, 5.276; Valerius Flaccus, Argonautica, 1.636. To this end, you could use iunctis manibus
As an interesting aside, (con)iungere + dextera/dextra (to mean the right hand) is also often used but the hand holding here seems to be more like a handshake, a sign of friendship and good faith. See: Vergil, Aeneid, 3.83; 8.46, 8.164; Statius, Thebaid, 2.149. However, coniungere + manus means marriage (e.g. Tibullus, Elegies, 1.6.60).
manibus implexis or consertis manibus
These both occur in Seneca (On Benefits, 1.3) where he is describing the three Graces holding hands. However, it does seem to me that Seneca is trying to amplify the intertwinedness of their hands because he is discussing an eternal cycle of benefit giving and receiving. So, this may be more a literary illustration than a simple hand-holding scenario. Also, note that conserere + manus more typically means to engage in combat (e.g. Cicero, Pro Murena, 20).
I have assumed that your walking hand in hand is with someone you like (a lot!) and, therefore, the first examples, of holding hands while dancing, may fit the bill as they are associated at least with joy. And Ovid advises men to flirt with everyone, even lowly maids, when he says iunge tuis humiles, ambitiose, manus (Ars Armatoria, 2.254).
But, in fact, I couldn't find examples of people just strolling, hand in hand, in that way (which may be a reflection of cultural norms). Nevertheless, Quintilian does use the simile of two men walking together, holding hands to steady themselves:
ut homines, qui manibus invicem adprehensis gradum firmant
Orator's Education, 9.4.129
[addendum] Unfortunately (in light of your question), every instance of hand holding I encounter in the texts either uses an ablative absolute, a participle (as in the first two examples here) or simply the conjugated form of iungere + manus (as object).
However, perhaps this comes somewhat close to what you want by using a nominative form of manus. It's from Seneca, Apocolocyntosis: manus manum lavat / one hand washes another (as in, you scratch my back, I'll scratch yours). So, perhaps you could say, ambulamus, manus manum iungit.
Manibus coniunctis makes me think of holding one's hands together in prayer. I'd translate this as "manibus nexis". See location 745 in Metamorphoses by Ovid. There it is used in the context of holding hands dancing around a tree.