Embodiments of the invention relate generally to systems used to measure mercury in gaseous emissions. In one aspect, the invention is directed to the use of an inert covalently bonded material selected from silicon carbide (SiC), silicon oxides (SiOn, n=1-2), silicon nitride (e.g. Si3N4), silicon boride (e.g. SiB6), boron nitride (e.g. BN) and mixtures thereof as material for a thermal pyrolysis unit. In another aspect, the invention is directed to an improved pyrolyzer design, in which a thermal pyrolysis unit comprises a tailpiece that allows water to be injected at the heated exit of the thermal pyrolysis unit. In another aspect, the invention is directed to the use of a coalescing filter in a scrubbing unit. In another aspect, the invention is directed to the use of a hydrophobic filter element in a scrubbing unit. One or more of these elements may be used in a conditioning module of a continuous emissions monitoring system, for example.