Depending on the character they'll either reference Merlin like HP Wizard Folks or they'll reference God, in "Oh Merlin" or "oh God". I usually determine which one it is depending on how strong their connection to the muggle world is OR by their upbringing. Specifically Avery's very traditionally from the American South so her family was very religious - thus she'll make references to God first. Irene's got a muggle father, so she'd also reference God as well. But Diana or Adrienne or Cal would reference Merlin.