The Catherine wheel is a medieval torture device, like the Iron Maiden. The band was formed by Rob Dickinson, who is a cousin of Iron Maiden's Bruce Dickinson.
http://www.amiright.com/artists/catherinewheel.shtml
Catherine Wheel formed in 1990, comprising singer/guitarist Rob Dickinson, guitarist Brian Futter, bassist Dave Hawes, and drummer Neil Sims. They took their moniker from the firework known as the Catherine wheel, which in turn had taken its name from the medieval torture device of the same name.
The Catherine Wheel was a product of the middle ages, especially popular in Germany. The victim's limbs were crushed with blunt objects. His (or her) still-living remains were subjected to the wheel. This meant the mangled arms and legs were threaded through the spokes. The wheel was then hoisted into the air using a long pole. Hungry vultures and crows picked at the body. Death came slowly. A seventeenth-century chronicler wrote the victim looked like, "A sort of huge screaming puppet writhing in rivulets of blood, a puppet with four tentacles, like a sea monster, of raw, slimy and shapeless flesh mixed up with splinters of smashed bones."
This was one of the most popular spectacles of the time. This, and similar methods of torture, took place in the squares of Europe from 1450-1750. The masses, both common and noble, watched in fascination, cheering at a good wheeling. A woman (or a number of women in a row) brought even greater enthusiasm. The wheel was named after Saint Catherine of Alexandria from the early 4th century. She was believed to have been killed in this fashion during the rule of the Roman Emperor Maxentius.
https://bookxofxfables.tumblr.com/post/131445215691/the-catherine-wheel-was-a-product-of-the-middle
Looks like the Middle Ages was when it was last used, according to Wikipedia.
https://en.wikipedia.org/wiki/Breaking_wheel
