Some scholars such as Shaykh Albany and Shaykh Muhammad bin Saalih al-Uthaymeen, رحمهما الله held the opinion that it is prohibited to interlace your fingers together when waiting for the prayer due to the following narration:

Ka’b bin Ujrah narrated that Allah’s Messenger (ﷺ) said, ‘When one of you performs Wudu and does so well, then he leaves intending to go to the Masjid, then let him not intertwine his fingers, for indeed he is in Salat.’ End quote. [Reported by At-Tirmidhi and others]

However, the stronger opinion of what al-Imam al-Bukhaari rahimahullah inclined to is that the narrations which state it is prohibited to interlace your fingers when waiting for the salaat are actually weak narrations. This is the opinion of the Yemeni Shuyookh.

Mentioned by

AbdulFattaah Bin Uthman
Abu Fajr