St Elmo, whose real name was Erasmus of Formiae, was a bishop in Italy. When Diocletian's persecutions began he was called before a judge and beaten, then thrown into a pit of snakes and worms. Then boiling oil and sulphur were poured in. Erasmus, however, was as comfortable as if he was in his bath. Then lightning struck and killed everyone around, but left Erasmus untouched.
Unfortunately for Erasmus, then came Diocletian's co-Emperor Maximian who, in an effort to stop Erasmus preaching, poured boiling pitch and molten lead in his mouth and fitted him with a read hot metal coat. Made to sacrifice to the Roman gods, the idols collapsed when he did so. Maximian, not willing to take a hint, put Erasmus in a barrel fitted with protruding spikes and rolled him down a hill. An angel healed him. More tortures followed. Later versions suggest that Erasmus finally died when his intestines were wound on a windlass, but it seems likely that this came after he had been given the symbol of a windlass as the patron saint of sailors.
The Martyrdom of St Erasmus
So, costume ideas. A "just struck by lightning" costume of sticking up hair, rags and soot would work. I like the idea of the barrel as well. Finally, of course, one could lug a windlass about, with intestines stuck to it.
This saint of course has a theme song.
 Diocletian is likely to appear several times in these descriptions. He wasn't keen on Christians, and, in turn, later Christians went out of their way to blacken his name in their accounts of martyrdoms.
 Although not as comfortable as if he were in the Baths of Diocletian, the largest and most luxurious baths in Rome.