I feel I should know the answer to this, but I don’t. With several roads now with merge lanes it’s probably worth asking. Do the cars in the merging, lesser lane, give way to the main lane, or has it changed like the UK did to “zipper” merging (like a zip) where each car should naturally filter together with one car joining the main lane in turn. I find some people will let many cars in, some will not let any cars in, and some “zipper filter”. I tend to go with the flow, but would like to know who has right of way should something go wrong!
Auntie’s answer: The National Roads Authority (NRA) has a section dedicated to merging on its website, complete with a diagram. I encourage you to read through that explanation, which is clear and does a much better job than I could of describing how to merge.
However, I can address your query about zipper merging, thanks to a very helpful NRA official. While there are times, usually when there is traffic congestion, when Cayman drivers will exercise courtesy and merge one at a time like a zipper, the standard operating procedure is to give way to vehicles on the main road.
There are other details covering merging, including priority and non-priority versions, but again I defer to the NRA explanation if you want to learn more.