One of my Burning Wheel PCs is Thurgon, Knight of the Iron Tower:
As per his lifepaths, Thurgon was a religious acolyte, a page and a squire, and is a knight of a holy military order. And, as per his traits, he is Faithful. This is about as close to a paladin as can be built in BW.
He started play with all the listed reputations and affiliations, except for his infamous reputation among demons as an intransigent demon foe: he acquired this reputation after confronting a demon on the grassy hill leading up to Evard's tower. Thurgon had no chance of defeating the demon (in BW mechanical terms, it had grey-shade Mortal Wound and so the most Thurgon could inflict on it, with a lucky roll, would be a Superficial or perhaps a Light wound). Nevertheless, he felt bound to oppose it, especially as Aramina had fallen unconscious behind him, due to the overtax from attempting to call down a Rain of Fire on the demon. After holding it off for a couple of exchanges, the demon left (maybe due to the end of a summoning effect, or because it decided it had better things to do than toy with Thurgon).
Thurgon did not extend mercy to the demon, but then (i) it did not seek mercy, and (ii) Thurgon had no power over it so as to make such an offer. Gandalf did not extend mercy to the Balrog, but even if he had the chance to do so, the Balrog did not seek mercy.
I think this is likely to be typical with demons: they will not seek mercy, but will oppose and threaten to the end. If they do sincerely seek mercy then it is a different matter. It's true that both Melkor/Morgoth and Sauron (who both surely count as demons in this context) used mercy as an opportunity to exert trickery, and this is a risk that the merciful are exposed to. Appendix A refers to Ar-Pharazon acting "in the folly of his pride" in taking Sauron prisoner, but I don't take this to be a general counsel against mercy. Ar-Pharazon's pride made him think he could dominate Sauron when, in fact, Sauron was able to dominate him. Had he been more wise perhaps he would have sought some sort of redemption from Sauron - and given Sauron's crimes, perhaps that should have been (in the context of JRRT's mythology) a willing subjection to execution, which presumably would then have resulted in him going to be judged by the Valar or by Eru.
If the world is one in which providence operates (and this is the case, in the context of JRRT's mythology), then the wise and good person will not assume that they can see all ends, or that they are solely responsible for ensuring that justice is done and that good prevails. This must temper the way they engage with even those who are apparently wholly evil.
As per his lifepaths, Thurgon was a religious acolyte, a page and a squire, and is a knight of a holy military order. And, as per his traits, he is Faithful. This is about as close to a paladin as can be built in BW.
He started play with all the listed reputations and affiliations, except for his infamous reputation among demons as an intransigent demon foe: he acquired this reputation after confronting a demon on the grassy hill leading up to Evard's tower. Thurgon had no chance of defeating the demon (in BW mechanical terms, it had grey-shade Mortal Wound and so the most Thurgon could inflict on it, with a lucky roll, would be a Superficial or perhaps a Light wound). Nevertheless, he felt bound to oppose it, especially as Aramina had fallen unconscious behind him, due to the overtax from attempting to call down a Rain of Fire on the demon. After holding it off for a couple of exchanges, the demon left (maybe due to the end of a summoning effect, or because it decided it had better things to do than toy with Thurgon).
Thurgon did not extend mercy to the demon, but then (i) it did not seek mercy, and (ii) Thurgon had no power over it so as to make such an offer. Gandalf did not extend mercy to the Balrog, but even if he had the chance to do so, the Balrog did not seek mercy.
I think this is likely to be typical with demons: they will not seek mercy, but will oppose and threaten to the end. If they do sincerely seek mercy then it is a different matter. It's true that both Melkor/Morgoth and Sauron (who both surely count as demons in this context) used mercy as an opportunity to exert trickery, and this is a risk that the merciful are exposed to. Appendix A refers to Ar-Pharazon acting "in the folly of his pride" in taking Sauron prisoner, but I don't take this to be a general counsel against mercy. Ar-Pharazon's pride made him think he could dominate Sauron when, in fact, Sauron was able to dominate him. Had he been more wise perhaps he would have sought some sort of redemption from Sauron - and given Sauron's crimes, perhaps that should have been (in the context of JRRT's mythology) a willing subjection to execution, which presumably would then have resulted in him going to be judged by the Valar or by Eru.
If the world is one in which providence operates (and this is the case, in the context of JRRT's mythology), then the wise and good person will not assume that they can see all ends, or that they are solely responsible for ensuring that justice is done and that good prevails. This must temper the way they engage with even those who are apparently wholly evil.