PTC has introduced a custom unit system but the development is by far not where users would like it to be.
As far as I am aware there is no way to let Prime display results automatically in user-defined units.
But you sure can define your own unit mmHg like you did or more accurate using the built-in in_Hg unit as suggested by Fred. BTW, I don’t understand why in_Hg is built-in, but mmHg is not.
When you display a result of dimension pressure, Prime uses the default pressure unit, dependent on the unit system selected. In case of SI that’s Pascal. But you always can overwrite the unit Pa in the result by any unit you like - Prime will happily adjust the result accordingly.
Unfortunately you will have to do so manually for every result you want to be shown in mmHg.