How do I operate any mercury vapor bulb and/or a metal halide without a ballast?
The 'secret' is to wire them in series. The incandescent lamp acts as a resistor to limit current, the same reason a ballast is used. The only difference is a ballast wastes much less power because the inductor is reactive (power is dissipated only in resistance). 'Self-ballasting' mercury vapor lamps have an internal filament which makes them less efficient, but more convenient.

There are also small UV lamps that have a filament inside, but dtill need a ballast. They commonly use a capacitor as the reactive element, but can use a small incandescent lamp or a resistor on lower voltage. Here's an example:-

UV-C Germicidal Mercury Vapor Lamp