diff --git a/anymail/backends/sendgrid.py b/anymail/backends/sendgrid.py
index 56b45bb..e97e319 100644
--- a/anymail/backends/sendgrid.py
+++ b/anymail/backends/sendgrid.py
@@ -91,7 +91,13 @@ class SendGridPayload(RequestsPayload):
             # If esp_extra was also used to set x-smtpapi, need to merge it
             if "x-smtpapi" in self.data:
                 esp_extra_smtpapi = self.data["x-smtpapi"]
-                self.smtpapi.update(esp_extra_smtpapi)  # need to make this deep merge (for filters)!
+                for key, value in esp_extra_smtpapi.items():
+                    if key == "filters":
+                        # merge filters (else it's difficult to mix esp_extra with other features)
+                        self.smtpapi.setdefault(key, {}).update(value)
+                    else:
+                        # all other keys replace any current value
+                        self.smtpapi[key] = value
             self.data["x-smtpapi"] = self.serialize_json(self.smtpapi)
         elif "x-smtpapi" in self.data:
             self.data["x-smtpapi"] = self.serialize_json(self.data["x-smtpapi"])
diff --git a/docs/esps/sendgrid.rst b/docs/esps/sendgrid.rst
index bedf991..e9decca 100644
--- a/docs/esps/sendgrid.rst
+++ b/docs/esps/sendgrid.rst
@@ -117,7 +117,16 @@ Example:
         message.esp_extra = {
             'x-smtpapi': {
                 "asm_group": 1,  # Assign SendGrid unsubscribe group for this message
-                "asm_groups_to_display": [1, 2, 3]
+                "asm_groups_to_display": [1, 2, 3],
+                "filters": {
+                    "subscriptiontrack": {  # Insert SendGrid subscription management links
+                        "settings": {
+                            "text/html": "If you would like to unsubscribe <% click here %>.",
+                            "text/plain": "If you would like to unsubscribe click here: <% %>.",
+                            "enable": 1
+                        }
+                    }
+                }
             }
         }
 
diff --git a/tests/test_sendgrid_backend.py b/tests/test_sendgrid_backend.py
index 01b9b9d..40ea809 100644
--- a/tests/test_sendgrid_backend.py
+++ b/tests/test_sendgrid_backend.py
@@ -423,18 +423,35 @@ class SendGridBackendAnymailFeatureTests(SendGridBackendMockAPITestCase):
 
     def test_esp_extra(self):
         self.message.tags = ["tag"]
+        self.message.track_clicks = True
         self.message.esp_extra = {
-            'x-smtpapi': {'asm_group_id': 1},
+            'x-smtpapi': {
+                # Most SendMail options go in the 'x-smtpapi' block...
+                'asm_group_id': 1,
+                'filters': {
+                    # If you add a filter, you must supply all required settings for it.
+                    'subscriptiontrack': {
+                        'settings': {
+                            'enable': 1,
+                            'replace': '[unsubscribe_url]',
+                        },
+                    },
+                },
+            },
             'newthing': "some param not supported by Anymail",
         }
         self.message.send()
         # Additional send params:
         data = self.get_api_call_data()
         self.assertEqual(data['newthing'], "some param not supported by Anymail")
-        # Should merge x-smtpapi
+        # Should merge x-smtpapi, and merge filters within x-smtpapi
         smtpapi = self.get_smtpapi()
         self.assertEqual(smtpapi['category'], ["tag"])
         self.assertEqual(smtpapi['asm_group_id'], 1)
+        self.assertEqual(smtpapi['filters']['subscriptiontrack'],
+                         {'settings': {'enable': 1, 'replace': '[unsubscribe_url]'}})  # esp_extra merged
+        self.assertEqual(smtpapi['filters']['clicktrack'],
+                         {'settings': {'enable': 1}})  # Anymail message option preserved
 
     # noinspection PyUnresolvedReferences
     def test_send_attaches_anymail_status(self):
diff --git a/tests/utils.py b/tests/utils.py
index 94f8e6e..bd505d5 100644
--- a/tests/utils.py
+++ b/tests/utils.py
@@ -1,10 +1,8 @@
 # Anymail test utils
 import sys
-import unittest
 
 import os
 import re
-import six
 import warnings
 from base64 import b64decode
 from contextlib import contextmanager
@@ -60,19 +58,23 @@ class AnymailTestMixin:
         finally:
             warnings.resetwarnings()
 
-    # Plus these methods added below:
-    # assertCountEqual
-    # assertRaisesRegex
-    # assertRegex
+    def assertCountEqual(self, *args, **kwargs):
+        try:
+            return super(AnymailTestMixin, self).assertCountEqual(*args, **kwargs)
+        except TypeError:
+            return self.assertItemsEqual(*args, **kwargs)  # Python 2
 
-# Add the Python 3 TestCase assertions, if they're not already there.
-# (The six implementations cause infinite recursion if installed on
-# a py3 TestCase.)
-for method in ('assertCountEqual', 'assertRaisesRegex', 'assertRegex'):
-    try:
-        getattr(unittest.TestCase, method)
-    except AttributeError:
-        setattr(AnymailTestMixin, method, getattr(six, method))
+    def assertRaisesRegex(self, *args, **kwargs):
+        try:
+            return super(AnymailTestMixin, self).assertRaisesRegex(*args, **kwargs)
+        except TypeError:
+            return self.assertRaisesRegexp(*args, **kwargs)  # Python 2
+
+    def assertRegex(self, *args, **kwargs):
+        try:
+            return super(AnymailTestMixin, self).assertRegex(*args, **kwargs)
+        except TypeError:
+            return self.assertRegexpMatches(*args, **kwargs)  # Python 2
 
 
 # Backported from python 3.5