The Mercenary requires you to position yourself well and deal with the obstacle of reloading.
Explosive Shot and Explosive Grenade can both be used to detonate the poison cloud for additional damage.
Use this one to give you an advantage against bosses and to clear tight rooms packed with enemies.

Insert it into Explosive Shot to ensure that your bolts fly faster and never let up.
Pierce
Pierce is another useful support for Explosive Shot, making your projectiles pierce an enemy.
Nimble Reload
Firepower comes with a price, and reloading is the bane of the Mercenary.

Persistence
Persistence is an excellent support gem that increases any skill with a duration by 40%.
Encumbrance
For Oil Grenade to become even more effective, stick Encumbrance on there.
Corrosion
Corrosion goes hand-in-hand with poison, breaking armour equal to 80% of poison damage dealt.

As you might expect, this is a great support gem to work alongside your Gas Grenade.
Overpower
Overpower supports any skill that hits enemies, causing 50% more stun buildup.
Expect this to make a nice difference when you’re up against bosses.
That’s a wrap when it comes to blowing stuff up as the Mercenary!