According to Wikipedia:
'In the persecutions under Valerian in 258 A.D., numerous priests and deacons were put to death, while Christians belonging to the nobility or the Roman Senate were deprived of their goods and exiled. Pope Sixtus II was one of the first victims of this persecution, being beheaded on August 6. A legend cited by St Ambrose of Milan says that Lawrence met the Pope on his way to his execution, where he is reported to have said, "Where are you going, my dear father, without your son? Where are you hurrying off to, holy priest, without your deacon? Before you never mounted the altar of sacrifice without your servant, and now you wish to do it without me?" The Pope is reported to have prophesied that "after three days you will follow me".
Lawrence is said to have been martyred on a gridiron as a part of Valerian's persecution. During his torture Lawrence cried out "This side’s done, turn me over and have a bite." ["Assum est, inquit, versa et manduca."]'
Personally, if I had been in St Lawrence's shoes at the time of his martyrdom, I don't think I would have said that. I would have said,
"Aaaaaaaggggghhhhh....You're going to pay for this! You baaaaaassssstaaarrrds!"
But then that is the difference between a great sinner and a great Saint.
St Lawrence, Martyr. Pray for us!