Gift of mercy
The gift of mercy is the term used for the granting of a quick, humane death to a person who is ailing or mortally wounded and destined to die a painful, lingering death otherwise.
People may request the gift of mercy. For example, Osha grants the dying Maester Luwin the gift of mercy at his request. Sandor Clegane does the same for a survivor of the Red Wedding, a bowman in service to Ser Marq Piper who escaped but was severely injured. Arya Stark gives the gift of mercy to a squire after a brawl at the Inn at the Crossroads, but denies mercy to the critically wounded Sandor after stating that he does not deserve it.