Displaying blogroll category names only

I want to have a custom blogroll template, based on the mylinks plugin. I know that I will have a lot of links in my blogroll, so I want to paginate it based on category names.

Is it possible to have WordPress generate a list of the category names only, not the links listed, and link those names to a page, even called using URL variables (“?cat=category”)? I am sure I have found how to call a shortcode from within PHP, so can do that using the $_GET variable in PHP and applying it to a template, but if I can find something to list the blogroll categories, that would be so much easier.