He did this for Esau and Pharaoh et al?
Yes. Don't read that portion of Romans 9 isolated from the rest of the letter, read everything written prior to it, and continue reading.
The problem with chapter and verse divisions in the Bible is that people frequently think that they are actually part of the text when they aren't. These divisions are helpful for reference, and sometimes do naturally bracket thoughts and arguments--but not always, and in fact can be a hindrance if one is merely interested in quote-mining.
The Epistle to the Romans has a thesis beginning in the first chapter, and Paul makes a series of arguments to build upon and expand upon that thesis--as such Romans 1-11 form one large train of continuing thought.
Walking in mid-conversation between two people and hearing only one small part of the conversation is a good way to not understand what the conversation is about at all.
CryptoLutheran's Handy Summary of St. Paul's Epistle to the Romans, chapters 1-11:
In Romans ch. 1 Paul starts talking about how nasty those Pagan Gentiles are, they do this and that and all these other things too, they're just so awful--or at least that's what he wants the reader to think at first, but he pulls a 180 beginning in ch. 2, saying, "Who are you to judge when you do these exact same things?", because Paul's thesis is found in Romans 1:16-17, "I am not ashamed of the Gospel for it is the power of God to save all who believe, the Jew first and the Gentile also. For in it the justice of God is revealed through faith for faith; as it is written, 'The just shall live by faith'."
Why talk about "those Gentiles" and then pull a 180? He is setting up the basis that both Jews and Gentiles are sinners, this is what he means when he says in Romans 3:23 "All have sinned and fallen short of the glory of God", and he will continue to make this argument that Jew and Gentile are sinners, and that God is not God of the Jews only, but God of the Gentiles as well.
He will then go on to speak of how Abraham, before the giving of the Law, was reckoned just by faith, thereby being able to say that there is a justice apart from the Law, a justice which is by faith. This faith, in Jesus the Messiah, by which God makes the unjust just, freely justifying by His mercy through faith on Christ's account: Christ who died for the ungodly, for the sinner, demonstrating God's own love for us, "God demonstrates His love for us in that while we were still sinners, Christ died for us." (Romans 5:8) He will then speak that having been justified we should not continue in sin, for having been baptized we have been buried with Christ and made dead with Him, and thus have been raised with Him to new life before God, to thus consider ourselves dead to sin and alive to God (Romans 6:3-11).
From which he continues to speak of not letting ourselves be ruled by sin in our bodies, nevertheless, "The good that I want to do, I don't do; but the evil I do not want to do I do" and discovering there is, as it were, a law in our own bodily members, a law of sin and death, to which he exclaims, "Wretched man am I! Who can save me from this body of death?!"
It is from here that he will then speak of salvation in Jesus, and that we have received the Holy Spirit who makes us alive, and who is the promise of God that "If the Spirit of Him who raised Christ from the dead is also in you, then He who raised Christ from the dead will also give life to your mortal bodies." (Romans 8:11), there will be a resurrection of the body, eternal life, which even creation itself groans for. And that this is all God's work and plan, having predestined in us in Jesus, "For those whom he foreknew he also predestined to be conformed to the image of his Son, in order that he might be the firstborn within a large family. And those whom he predestined he also called; and those whom he called he also justified; and those whom he justified he also glorified." (Romans 8:29-30).
And it is at this point he begins to speak as he does in Romans 9, and then in Romans 10 speak about how it seems as though God turned from Israel, but He hasn't, it may seem like this is so; but remember, "Jacob I have loved, Esau I have hated"; ultimately both Jacob and Esau shall have mercy, as in Romans 11:32, "He has consigned all to disobedience that He might have mercy on all." Yes, on Jacob, and Esau, and on Pharaoh, on all. All have sinned and fallen short, God is the God of mercy toward all sinners, and He has purposed to save through His mercy, working through the preaching of the Gospel to all people to deliver these things to all men.
-CryptoLutheran