Mercy Dessert: Teaching My Son About Grace

I have been teaching Jonah about justice, mercy, and grace.  Last week, I baked cookies.  Then, after a particularly disobedient day during school, we had this conversation in the car.

Jonah:  Mom, what do you call it again when you get what you deserve?
Me:  Justice.
Jonah:  Yeah.  What's the other one?  Where you don't get what you deserve?
Me:  That's mercy.
Jonah:  Yeah, that one.  I know I was bad today, but I think you should give me some mercy dessert.
Me:  So, you think I should give you cookies, even though you don't deserve them?
Jonah:  Yeah.
Me:  That's not mercy.  That's grace.
Jonah:  What's grace again?
Me:  Grace is when you get something you don't deserve.

He didn't have a response to this, and I was pretty sure he was calculating his chances of getting a cookie.  Then, after a few minutes...

Jonah:  Mom.
Me:  Yeah.
Jonah:  Jesus didn't deserve to die on the cross.  Is that grace?

The easy answer is, "no."  But the answer is more complicated than it seemed at first.  I am pondering it still.