some of the more gruesome methods in
Foxe's Book of Martyrs come to mind - the romans (and Nero especially) were especially creative when it came to killing Christians
my first choice for worst death would be crucifixion. You die of suffocation slowly but you have spikes driven through your wrists and/or feet (depends on method used to attach the person being put to death). Especially hard when you have a spike driven through your shattered wrist and are fully awake throughout the entire experience.
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