Hadithcore
Mishkat al-Masabih, 901

Hudhaifa reported that the Prophet (ﷺ) used to say between the two <i>sajdas</i>, “My Lord, forgive me.” Nasa’i and Darimi transmitted it.

وَعَنْ حُذَيْفَةَ أَنَّ النَّبِيَّ صَلَّى اللَّهُ عَلَيْهِ وَسَلَّمَ كَانَ يَقُولُ بَيْنَ السَّجْدَتَيْنِ: «رَبِّ اغْفِرْ لي» . رَوَاهُ النَّسَائِيّ والدارمي

References1 variant
In-Book Reference
Book 4, Hadith 325