Do we still have to ask or beg God for mercy after what Christ has done?
No. After everything Christ has done, the transaction is finished, so believers do not have to ask or beg God for mercy; it has already been done. The context even says we are amiss to pray, "God, be merciful to me," because mercy is already provided in Christ.
The context explains that after all Christ has done, it is a finished transaction. Therefore, we do not have to ask or beg for mercy because it has already been done. Les teaches that it is actually amiss to say to God, "Be merciful to me," as in the sinner's or publican's prayer, since mercy has already been accomplished through Christ's finished work. This fits the age of grace, where every day can be praise and worship because of all God has done on our behalf.