Mercury into mercury oxide
If you give enough oxygen to let it react to mercury, it still won't work just like copper and sliver. Because they are unreactive metals.

However, it will form mercury oxide when mercury and oxygen react at 350°C as the chemical equation below.

$\ce{2Hg + O_2 -&gt; 2HgO}$

P.S: The mercury oxide will decompose back to mercury and oxygen at 400°C.

Lead is a rather more reactive subatances. So, try burning it. If it don't work, means you need a higher temperature.