When bringing in the Mail Merge grid records based on "Use Current Report", which gives the option to add in the grid all data columns from this report, and sorting the column positions in the way you want. It’s very annoying that next time you want to use the same mail merge columns for the same report you must waste time again by selecting and sorting the columns from scratch.
So i suggest to add a option to also Save the Mail Merge grid with the selected columns for the current report (in addition to save just the query filters with the report self).