Saint Laurence of Rome was martyred on August 10th in the AD 258.Though not much is known about him, we do know that he was a deacon, and a companion of Pope Sixtus II. OrthodoxWiki has this to say about his martyrdom,
In early August of 258, the Emperor Valerian issued an edict commanding that all bishops, priests, and deacons should be put to death immediately without trial ("episcope et presbyteriet diacones incontinenti animadvertantur"1). This command was immediately carried out throughout the city of Rome. On August 6, Pope Sixtus was arrested in the catacombs and executed with his two other deacons, Felicissimus and Agapitus. Lawrence is purported to have said as they were being led to torture, "Where are you going, Holy Father, without your son? Where, O Bishop, without your archdeacon? Before you never approached the altar of sacrifice without your servant, and now you are going without me?" St. Sixtus was said to have prophesied that he would follow them soon after.
The imperial authorities soon came to St. Lawrence to demand access to the church treasury. In the course of three days after the death of the Pope and his fellow archdeacons, St. Lawrence worked quickly to distribute as much of the ecclesiastical monies to the poor as possible. On the third day, at the head of a small tribunal, he presented himself to the prefect, and when ordered to give up the treasures of the Church, he led them to a room. There he presented the poor, crippled, and maimed, proclaiming, "Behold the jewels of the Church! The Church is truly rich, far richer, than your emperor."
On August 10, St. Lawrence was perfected in holy martyrdom, grilled on a gridiron for his faith. Legend says that he was so strong-willed that, instead of giving in and releasing information to the Romans at the point of death, he cried, "I’m done on this side! Turn me over and eat!"
There is some disagreement on the exact details of Saint Laurence's martyrdom as can be read on his page at Wikipedia, but basically, it boils down to a transcription error that caused documents to say that instead of "he suffered," to "he roasted." Take that however you will.
Saint Laurence holds a special place in my heart because he is the patron of the monastery where I am a novice Oblate. Also, of interesting note, he happens to be on one of the Deacon's Doors in the parish I now attend.