While the answer to the question is not a hard no, there are way better options for the same effect.
If your goal is death by "heavy metal poisoning", then I'd suggest depleted uranium rounds instead. Uranium is far more toxic than mercury, plus comes with some impressive armor penetrating properties as an added bonus. DU rounds also have a tendency to liquify/vaporize on impact so even though it's solid at rest, it can still splatter on impact fatally infecting the wounded person's bloodstream, but as David pointed out, getting them to splatter against soft tissue is unlikely.
Either way, heavy metal poisoning is a slow death which is probably not what an assassin wants on a near miss. A better approach would probably be a low-caliber explosive round. While they violate all sorts of international laws and treaties, an explosive rifle round to the arm, leg, or gut would still cause enough mutilation that your target is likely to quickly bleed out and die.
If you really want to be inhuman, combine the ideas by making a sodium/potassium round with a DU jacket. If the blast does not kill you, the DU shrapnel will, and if that fails, the blast will still vaporize a lethal dose of uranium into your bloodstream overcoming the issue of getting it to vaporize when your target is not armored.