To be toxic it must be inhaled. It'd have to be bonded to something that is a gas in the ambient.
But as long as it's not boiling pure Hg, it's quite safe.
Mercury is dangerous only through means of internal contact, such as indigestion, it's not ******* radioactive. He's wearing gloves and none of it got into his mouth/eyes/nose so really there's no danger.
Mercury vapour is only dangerous is high amount, and considering that liquid metal doesn't work like liquid water and has to be SUPER heated to actually turn into vapour. (And sometimes mixed with other chemicals, but that's dependent.)
As long as no direct contact or consumption occurs, I imagine it wouldn't be that dangerous. Mercury boils at 357 degrees so it's suitable as a liquid at room temperature, but there are varying types of mercury. Most, like pure mercury or organic mercury can give off murderous vapours (under enough heat to turn into gas, ofc), I believe, but some types of mercury are so safe they can even pass through the body, like in vaccines that contain a mercury compound. Everybody is so concerned about mercury, but this is from a BBC2 documentary, so you can tell the guy is safe. He's not an idiot, he's a good scientist, and that says enough for you to know that he's practising suitable safety.
TL;DR it's safe, as long as he doesn't eat it or some stupid ****
Elemental mercury is almost harmless. It can't be absorbed into the body. Mercury is deadly when it's in soluble compounds, which can be absorbed into the body. It also will evaporate over time, and the vapor can be harmful. That's why it's important to be careful with mercury, if you spill it and it just stays in corners or under floorboards, the vapor could be harmful over time.
But no, that would not kill you. But if you did it ever day for an extended period of time, it might.