I did a relatively quick search on the Workshop, but there didn’t seem to be a mod for this. So, unless someone knows of one, I guess this is a mod suggestion for someone to think about.
They wouldn’t be actual Wheels of Pain, since we have those. But some other kind of thrall-breaking station.
For the Set religion, you could throw your thralls into a snake pit. Zath, maybe they could be bound up in cocoons. Derketo would be…well…probably shouldn’t discuss that in public. Ymir would be some ice based torture I guess.
Not sure how you’d deal with the animations for the thralls while they’re in there, but perhaps the existing emotes could be worked into it.
Maybe they’d be too large and complex to get 8 thralls into them (Derketo one would be quite the orgy), so limited to 1 or 4-thrall versions might be better.
This is why I personally wouldn’t attempt it… not that I couldn’t learn how to do animations, but if I was going to put in that effort, I’d probably be doing animations for combat or something. I’m not even sure how to even add additional animations because the emote list has values that come from the c code, which we don’t have access to in the devkit.