Less than one second covered the top eight drivers, with Ferrari duo Kimi Raikkonen and Sebastian Vettel leading the charge, both getting to within six-tenths of Rosberg’s benchmark.
Given the abnormally high track and ambient temperatures though, no one was really happy with their balance - particularly as the tyres began to struggle after three laps, meaning set-ups were a hit and miss affair.
To a man, the field complained about how easy it was to lock the front wheels - and it was not necessarily he who tried hardest who went fastest.
After Mercedes and Ferrari looked very evenly matched on the hard rubber, Rosberg eventually slipped in a smooth 1m 39.690s on the medium compound as Hamilton, complaining that his brake balance was 'all over the place,' managed 1m 39.874s.
Raikkonen was initially delayed by a punctured hard-compound left rear tyre, but wound up third on the medium on 1m 40.245s, 0.555s adrift of Rosberg. Team mate Vettel took fourth on 1m 40.266s, and the animals continued two-by-two as Felipe Massa headed Valtteri Bottas in fifth and sixth for Williams, with 1m 40.391s to 1m 40.406s.
The symmetry went awry after that, as Daniel Ricciardo put his improved and more driveable Red Bull into seventh on 1m 40.590s ahead of stablemates Carlos Sainz Jnr and Max Verstappen in their Toro Rossos. The Spaniard lapped in 1m 40.601s, the Dutchman 1m 40.989s.
Marcus Ericsson continued his strong weekend form with 10th for Sauber on 1m 41.200s ahead of Lotus duo Romain Grosjean and Pastor Maldonado on 1m 41.206s and 1m 41.592s respectively.
Daniil Kvyat struggled badly with a locking left front in the final stages and could not better 1m 41.776s in the second Red Bull, while Nico Hulkenberg took 14th on 1m 41.804s for Force India ahead of Fernando Alonso, whose McLaren looked more respectable on its way to 1m 41.991s.
Sergio Perez couldn't break 1m 42.100s in the second Force India, as Felipe Nasr struggled round in his Sauber in 1m 42.117s. Jenson Button was unhappy with his MP4-30 as he battled it to 1m 42.319s for 18th.
At the back, Roberto Merhi got away with a spin in Turn 9 in his Marussia, and eventually set a best on the mediums of 1m 46.647s. Team mate Will Stevens brought up the rear on 1m 47.059s after being unable to get a run on the softer compound, fractionally outside the 107 percent mark.
Thus the stage is set for a tight qualifying session, in which the weather will play a key role regardless of whether it rains - which is looking increasingly likely - or remains sunny. The Mercedes still have an edge, but they are under threat - and the battle behind promises to be extremely close.