If you need to say anything to me, just think really hard. Think about me, or what you're going to say, and think hard. I can't do this too much, it might hurt you, but telepathic communication is safe enough if you're careful... He wasn't sure what to say, he hoped he'd be able to pick up on that output of psychic energy, which was why he wanted Mercy to think hard. If she did so, if she tried herself to hold a telepathic link, perhaps she'd be able to send out enough psychic energy for him to pick up on naturally, and he could set his mind to the same wavelength**.
He was jarred from thought by the cold metal of handcuffs settling around his wrists and clicking into place. Cautiously, so as not to be noticed, he touched his pocket to make sure his sonic screwdriver was still there-he'd be able to get Mercy's cuffs open with that and then his own, and then the door. He thought through a plan quickly.
Okay, we need a plan... Plan, plan, plan... oh COME ON Doctor! You're smarter than this! After a few more moments he had it figured out. It was risky but it was their best shot.
Got it. Okay, I'll use the sonic screwdriver to open Mercy's cuffs, I should be able to get the right angle on it. Then I'll have her point it at mine, or in case she steals it or something I'll do it myself. Then we'll unlock the cell door. There won't be guards right outside***, so that will be good. I'll use a blast of telepathic energy to send some kind of signal, preferably disorientation, to any guards that do get in the way, then we'll run to the TARDIS and I'll hide there with Mercy until it's safe. Or maybe we'll just leave and come back. Either way works. Satisfied with his plan, he turned to Mercy and studied her facial expressions. She betrayed nothing, no fear, but there was a glimmer of excitement-the same glimmer he used to get whenever he went on an adventure.
(Okay, I feel better about these every post. A bit less sad now

* The first star is merely a speculation, I personally think that it would probably work, but I don't know and there's no information about it so I'm just making that bit up. It seems feasible, YOLO. (I need to stop using Yolo. I really do.)
** The second star is more speculation, more lack of information on psychic and telepathic powers, but I think the Doctor would be able to do that if he so wished.
***The reason he knows there are no guards and can map a route back to the TARDIS so easily is because he scanned (sort of) the policeman's brain for information about their cell.
I hope making up all that is okay hehe)