I suggest to use desoldering wick (search words) BUT I never tried it with mercury.
It sucks molten SnPb and SnAgCu solder very nicely, by capillarity, which is quite efficient with liquid metals.
The pre-tinned variant works much better than bare copper, at least with SnPb and SnAgCu solder. The Sn surface stays cleaner than Cu, that reason should hold for Hg. Buy both and try.
Available from stores known to electrical engineers and hobbyists, including eBay, Amazon, Conrad and the one at your street's corner.
You'll need wire-cutting pliers to cut away the wick end drenched with mercury.
Alternately, you might try aluminium foil. This one would work by making an amalgam rather than by capillarity. It is much slower, hours instead of seconds.