No, Mrs Watson. You won't.

At first I wondered why Sherlock addresses Mary by her last name when trying to save his own life. And I thought maybe he wants to remind her of her connection to John or of the vow he made at the wedding and thereby keep her from pulling the trigger. 

But then another thing struck me - there is an echo of TSoT in it. 

"Of course one should, but not at John’s wedding. We wouldn’t do that, would we – you and me? We would never do that to John Watson."

Here Sherlock deliberately uses John’s first name to establish a connection with Sholto. He responds to Sholto’s “Mr Holmes, you and I are similar, I think” by putting himself on a level with the other man, repeating the “we” three times, saying “you and me”. 

The difference between the two scenes is that Sherlock succeeds with Sholto and fails with Mary. Because obviously Mary would do that to John Watson.