The Monegasque completed 29 laps of the Hermanos Rodriguez circuit with a best time of one minute 18.380 seconds, 0.107 quicker than Mercedes' Kimi Antonelli.
Antonelli, with 35 laps, covered the most distance.
McLaren's championship leader Oscar Piastri was fourth, in 1:18.784, behind Sauber's Nico Hulkenberg but with the lap times of little consequence.
Nine regular drivers sat out the largely incident-free session, replaced by rookies and reserves as part of regulations obliging teams to provide track time with four practice sessions a season.
The highest placed of the contingent was Formula Two racer Lindblad, strongly tipped for a seat at Racing Bulls next season, ending up sixth fastest in world champion Max Verstappen's Red Bull.
"He did a very good job. It's so difficult to jump in. The pace is there, so not much to argue against that," said Red Bull principal Laurent Mekies, whose other race driver, Yuki Tsunoda, was eighth.
Gabriel Bortoleto was fifth, with Sauber the only team not to run a non-race driver.
McLaren had Mexican Pato O'Ward in Lando Norris' car, the IndyCar driver going 13th fastest, while Fred Vesti took George Russell's Mercedes and was 14th.
Estonian reserve Paul Aron replaced Pierre Gasly at Alpine and was 15th, with Argentine Franco Colapinto ninth in the team's other car as the Renault-owned outfit assessed options for next season.
Seven-time world champion Lewis Hamilton handed his Ferrari over to endurance racer Antonio Fuoco, who was last on the timesheets.