Does anybody know of any christian martyrs who were executed in this manner?

There are a few I can think of:~

Persecution started with Stephen the first Christian martyr, who was stoned to death by Jews (Acts 7:56,57) In 64 C.E., Roman emperor Nero had made a scapegoat of the Christians, accusing them of burning the city, to counteract a rumor that he was the guilty one. The historian Tacitus reports: “They [Christians] died by methods of mockery; some were covered with the skins of wild beasts and then torn by dogs, some were impaled, some were burned as torches to light at night.” A further wave of persecution under Emperor Domitian (81-96 C.E.) had resulted in John’s being exiled to the island of Patmos. As Jesus said: “If they have persecuted me, they will persecute you also.”—John 15:20; Matthew 10:22.

Individuals suffered terribly for the “crime” of owning a Bible. Consider, as an example, the case of a Spaniard named Julián Hernández. According to Foxe’s History of Christian Martyrdom, Julián (or, Juliano) “undertook to convey from Germany into his own country a great number of Bibles, concealed in casks, and packed up like Rhenish wine.” He was betrayed and seized by the Roman Catholic Inquisition. Those for whom the Bibles were destined “were all indiscriminately tortured, and then most of them were sentenced to various punishments. Juliano was burnt, twenty were roasted upon spits, several imprisoned for life, some were publicly whipped, many sent to the galleys

IN 1546, 14 men of Meaux, France, were found guilty of heresy and condemned to be burned alive. Their crimes? They met in private homes, prayed, sang psalms, observed the Lord’s Supper, and declared that they would never accept “Papistical idolatries.” On execution day, the Roman Catholic teacher François Picard challenged the condemned men about their beliefs regarding the Lord’s Supper. They answered by questioning him about the Catholic teaching of transubstantiation, which claims that the bread and the wine used during that observance change miraculously into Jesus’ flesh and blood. ‘Does the bread,’ the condemned men asked, ‘taste like meat? Or the wine like blood?’ Despite the lack of response, the 14 were tied to stakes and burned alive. The ones who had not had their tongues removed sang psalms. Priests who stood around the execution site attempted to drown them out by singing louder than they did. The next day, on the same spot, Picard proclaimed that the 14 were condemned to hell forever.

There is a few books that can help you especially through the middle ages:

Book of Martyrs (Livre des martyrs) by Jean Crespin

Acts and Monuments of the Church (Foxe’s Book of Martyrs)

One of the best sites you can use is Wikipedia which has the history of persecution. You should be able to also link people of interest back to their stories straight from this page

http://en.wikipedia.org/wiki/Persecution_of_Christ...

idk, but you can go to Voice of the Martyrs for details on many Christians who have been slaughtered simply for believing in Jesus.