Hey, I like that! Great idea. One of my basset hounds has a devil costume, horns and all. Given his 'devilish' disposition, it seemed so appropriate. Unfortunately, he stepped on and ripped the cape the first time he wore it. I've now transformed him into a ladybug - totally out of character but wings in place of the cape. With time, he may emerge as an angel :-)
The idea of dressing up as the martyrs certainly provides lots of opportunities for blood and gore.
I always thought St. Lucy, with her eyes on a plate as she is depicted in some southern Italian churches, would be a real hit.