Saw what I think was a official Mercury grill guard on a 1940 sedan at an auction a few years ago. It looked the same as a Ford one from that era but had in the top center the Mercury logo not lettering like the Ford ones. Car was in very rough shape and my thought was the grill guard was probably the most valuable piece on it.
Genuine Ford-Mercury Accessories for 1939. Notice that the full Stainless Steel 39 Mercury hubcaps says "Ford Mercury". That means that this must be a very early picture, as "Ford" was dropped from the name on the Hubcaps shortly after the all new Mercury went on sale. Also note that the 1938 Ford Spyder Hubcaps was carried over for 1939 Fords. In this photo, there is no mention of Grille Guards for 1939, meaning that the 38 Spyder Hubcap is correct for 1938 and 1939 Fords.
While on the subject of Mercury Grille Guards, I thought that I would post a picture of the 1941 Mercury Accessory Grille Guard. Once again, like in 1940, a Mercury Badge was added to the Accessory 1941 Ford Grille Guard. Notice that the bar is a slightly different shape to the 1940 bar. The badge is also different in that it has the Mercury Head instead of the word Mercury Eight.
Mercman posted what I saw on the auction car, no words just the Mercury Head. Might of been a '41, was a 4 door that sold for $150 in very rough shape. Thanks for the pic.