According to various martyrologies and menologion, the persecution included the burning of a church that held numerous Christians on Christmas Day.
This event took place when the emperor Maximian (284-305) returned with victory over Ethiopians in 304 AD.
It happened after they had refused to sacrifice to idols during Christmas Mass in order to thank gods for the victory he had acquired.
[1] Later Maximian and his soldiers entered the church and told the Christians they could escape punishment if they renounced Christ.
[3] In the Roman Martyrology of the Catholic Church, there are separate entries for groups of martyrs of Nicomedia.