Do Christians still need to beg God for mercy?
No, Christians do not need to beg God for mercy, because His mercy was already poured out on Christ at the cross. Since that mercy has been poured out, God now gives grace—unmerited favor—which believers do not deserve but receive freely.
Les explains that in all these things we are more than conquerors, not through any ability we have, but through Christ Jesus, who becomes everything. He stresses that there is nothing in us that can merit any favor with God; it is all of His grace. Grace could never have happened without mercy, but we no longer have to cry for mercy because God poured out His mercy on Christ on the cross. Since His mercy has already been poured out, now He can give grace, His unmerited favor, which we don't deserve.