Is it permissible for me to say "Allah yerhamhu" (may Allah have mercy on him) to a martyr?

It is permissible to supplicate for and invoke mercy upon any deceased Muslim who died upon monotheism. It is even more permissible to supplicate for and invoke mercy upon a martyr, due to the generality of the evidence indicating this. However, jurists have differed regarding the permissibility of washing, shrouding, and praying over a martyr, because the Prophet (peace be upon him) omitted these actions for the martyrs among his Companions. This is due to the merit of the martyr, who will be resurrected on the Day of Judgment with his wound bleeding, its color the color of blood, and its scent the scent of musk.