I've got the dreaded "With free-agency looming, I'm going to at least see what the market has to offer.  Let's talk again in the offseason." with one of my players.

Is there any chance he will change his mind? Or he is 100% going to hit the open market? 

I've never seen one change his mind in the current season.  I have seen one willing to re-sign the following season (make me a huge offer).

So you were able to make an offer during the free agent re-signing period, before he hit the market?

Isaac Grilli (L) said at the end of last season that he was going to test the FA market no matter what. When we rolled over, he realized he's 38 years old and lost some skill, and said he'd be happy to sign. It's more likely to happen with older/declining players, but the stance at the end of one season is not always the stance at the start of the next one. Even then some test-the-waters players will sign right way if you overpay.