I’ve seen many people make the sign of the cross when the priest prays after the Lord, have mercy/Christ, have mercy/Lord, have mercy. I forget the exact words of the prayer at the moment (Is it maybe - May almighty God have mercy on us, forgive us our sins, and bring us to everlasting life?)
I have no idea whether or not we are supposed to do this. At school (I went to Franciscan U in Steubenville) many people did it, and my parents used to do it, but at our new parish, I have not seen a single person do it, and I never knew where it originated from or why people did it. I observed in the Byzantine Liturgy, when Lord, have mercy is recited, they make the sign of the cross (right?).