I've read that powdered elemental sulfur will react to the presence of mercury vapor in the air creating red mercury sulfide, and that an open container of sulfur can be used as a means to verify leaks in a container of mercury that's being kept in a storage cabinet. But is the sulfur reaction/color change sensitive enough relative to the permissible levels of mercury vapor that might exist?
The vapour pressure of mercury is appreciable, but the evaporation kinetics are slow. In a well-ventilated lab there shouldn't be concern about mercury poisoning from broken thermometers, Schlenk lines &c.
That said, there is Alfred Stock's famous review (Angewandte Chemie, 1926) on mercury poisoning. He suffered from a chronic case of mercury poisoning, which IIRC really took off after the war, when they had to save on ventilation. In old laboratory buildings the quantities found under the wood flooring during renovation are at times staggering. Our safety guys liked to show pictures of puddles.