If I understand your question correctly, the answer is mercury is not used during the melting, casting, and rolling of steel. Mercury may be a contaminant in the lead used as the alloying addition to the steel. I would suggest you do the following:
1. Have the supplier of the steel perform a "product" chemical analysis on some of your final parts after vibratory finishing to see if it matches the "heat" chemical analysis that was originally performed.
2. Does the mercury only appear on the surface, or is it uniformly distributed throughout the bulk of the material? If it is the former, investigate the final finishing operations. If it is the former, look into the composition of the lead alloy additions.