I may be wrong, Iris, but I don't think she's MORE vulnerable to silver. No, she doesn't heal any faster than a normal human the way werewolves do, but it doesn't poison her to even touch, the way it does weres. Or have you forgotten her little lamb? Silver, if I'm not mistaken. And if I am, then there's still the silver on the harness Stefan strapped her into at the beginning of Blood Bound.
As far as I can see, for Mercy, shot is shot, lead, silver, copper, or depleted uranium.
If the bullet stays in a were, he/she will die of silver poisoning. Mercy won't.