The direction of rotation of the Sun around its axis and the direction of Mercury orbital movement around the Sun are the same ones. Let us suppose the luminiferous medium (physical vacuum, aether) is entrained by rotating Sun near its surface. When Mercury moves in the area of its perihelion it can meet lesser aether resistance due to collinearity (at first approximation) of the aether movement (orbital wind) velocity and Mercury velocity. Lesser resistance lead to additional acceleration in the movement direction which causes the perihelion shift. What do you think?
The article about luminiferous medium entrainment by massive solids (by Earth at least) is here:
Article Entrainment of Luminiferous Medium with Massive Solids