Here is an abstract that speaks to the issue supporting that some clays can effectively absorb mercury. In my view, this means that both clay baths and drinking clay water may be helpful for mercury detox.

Author: C. Green-Ruiz
Title: Adsorption of mercury (II) from aqueous solutions by the clay mineral montmorillonit
Source: Bull. Environ. Contam. Toxicol. (2005) 75:1137-1142
Abstract: The input of mercury into the environment from natural and anthropogenic sources, in addition to its high toxicity and availability to be accumulated by organisms, has led to critical localized mercury pollution sites around the world and the risk for the environment and the health of organisms, including humans, has increased. Thus, clean-up technologies for the treatment of huge volumes of water, sediments and soils contaminated with this metal are needed. Mechanical, chemical and biological methods have been developed for water purification and mercury recovery operations from wastewater. Because of the physical and chemical characteristics of clay minerals such as large surface area, moderate to high cation exchange capacity and high negative surface charge, the use of these materials for adsorbing heavy metals can be an effective technology for the treatment of industrial wastewaters and can become a good tool for the remediation of coastal ecosystems impacted with mercury. Hirst (1962) suggested clay minerals concentrate trace elements in the sequence: montmorillonite > vermiculite > illite = chlorite > kaolinite. In this study, montmorillonite, which is considered as a suitable adsorbent for mercury removal, has been used in adsroption experiments in order to learn the effects of mercury concentration and pH on the ability of this mineral to trap the metal. [End of abstract]

In the paper, the authors do show that montmorillonite does indeed effectively adsorb mercury.