Sorry for not being more specific in my OP. Actually, I have listened to the audio clips on several online dictionary websites. British speakers never insert a [w] sound. Some US speakers pronounce a clear / mɜːr /, but I can hear some other speakers insert a [w] sound in between. The [w] is not very obvious, but I think it's there in their accent. Please listen to the two speakers pronounce the word "mercy", if you can open the links.
1. No /w/ in mercy:
百度安全验证* (Listen to the US version, the second one)
2. A /w/ in mercy:
Mercy - Definition for English-Language Learners from Merriam-Webster's Learner's Dictionary
(If I listen to the Merriam-Webster's version alone, I would think there is no /w/ sound. But if I compare it with the first speaker, I feel there is a /w/ in the Merriam-Webster's version.)
* This is a Chinese website. The link turned out to be Chinese characters.