Yes - it was in Modern Times. He gets a job as a night watchman and smuggles Paullette Goddard in - The Gamin. It's agreat scene. You are remembering it correctly. He blind folds himself to show off for The Gamin, but then comes close to killing himself. How it was done, I have no idea.
The Rink had great skating moments as well, it's one of my favorite Chaplin short comedies.
Charlie was a roller skater for a long time, back to his Karno days, where he was on the Karno roller hockey team, along with Stan Laurel. Check out the picture in Charlie's book, My Autobiography.
Lori