As to the relative merits of persecution by Henry VIII and Mary I, biography.com puts it this way:
The persecutions of her reign were no more severe than many on the European continent, but were unprecedented in England.
Henry VIII's depradations against the Church were more material than murderous, most of the authorities agree. Moore's persecution was unusual because he was so prominent and had been such a close aide of Henry. Had he been an ordinary country gentleman, I doubt he would have been bothered in his Catholicism. Persecution of the Jesuits came later, under Elizabeth and her successors. While Henry VIII was no saint, it looks like it was Bloody Mary who really ratcheted up the religious strife in England.
H8 never was much of a Protestant. He was fundamentally a Catholic king who had a bad beef with the Pope. After all, it was the Pope who named him a "Defender of the Faith," for his writings against the Protestants.
Later on, the Calvinist Puritans, and the other "heretical," sects tried to take over the Church of England, and succeeded in driving it farther from "Papist" orthodoxy, under first his son, and then Elizabeth when she took over from Bloody Mary's ill-fated and harsh Catholic revival.
H8 did have to snuff out a rebellion or two over the matter, and then made a fortune for his family and friends, confiscating church lands and wealthy monasteries.
St. Thomas More wrote of the killing of thousands of Catholics—entire villages.