Kimi Raikkonen was fourth fastest in the sister Ferrari, followed by the Williams of Felipe Massa, who recovered from a clutch problem early in the 90 minutes.
Sixth spot went to Red Bull’s Daniel Ricciardo, the Australian having trialled Red Bull’s new aeroscreen cockpit protection concept at the start of the session, with Valtteri Bottas seventh in the second Williams, both of them - like Massa - running supersofts.
Local hero Daniil Kvyat took eighth for Red Bull, with Force India’s Sergio Perez and Toro Rosso’s Carlos Sainz completing the top ten, just ahead of the two McLarens.
Hamilton had set the initial pace with 1m 39.377s on Pirelli’s softs before Rosberg eased ahead with 1m 39.097s; Hamilton cut down to 1m 39.307s, but soon after locked up and spun at Turn 2.
The world champion wasn’t the only one to err in the dry but slippery conditions; Vettel spun at Turn 15 and again at 17 moments later, Jenson Button also spun at 15, while Kvyat suffered his own rotation at 17. Many other drivers had minor off-track moments at Turn 2 as the track had yet to rubber in.
After the first hour the Mercedes switched to supersofts, and Rosberg pumped in a 1m 38.642s lap followed by a 1m 38.127s; Hamilton’s response was a muted 1m 38.849s, leaving him seven-tenths adrift.
Ferrari, meanwhile, continued to run on softs, with Raikkonen (who had an early DRS issue) and Vettel in 12th and 14th for a long while before improving to third and fourth on the same rubber with 1m 39.175s and 1m 39.332s respectively. With Rosberg finding the supersofts worth a second, that appears to put Ferrari firmly in Mercedes territory on sheer speed as the red team ran their upgraded SF16-H.
New Renault test driver Sergey Sirotkin, competing in just his second F1 practice session and first since 2014, made a very competent debut in Kevin Magnussen’s R.S.16, setting the 13th fastest time with 1m 40.898s, but team mate Jolyon Palmer had a torrid time with offs and a spin on his final lap as he tried to improve on 1m 41.671s on the softs. He finished 18th, eight tenths back from Sirotkin.
Alfonso Celis again ran for Force India, in Nico Hulkenberg’s car, setting the 22nd fastest time.