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The Mercury Oven is a device which was used a a cure for Queen Catherine when she was originally diagnosed with syphilis, which was thought to be a parting gift from her deceased husband.
During the 16th century, syphilis was a highly contagious disease caused by unprotected sexual contact. A common treatment for this illness was to be put into an oven to "bake" for 30 days while breathing mercury fumes; this treatment was highly dangerous for the person as it could lead to death from heart failure, dehydration and suffocation.
In Sins of the Past, After having a hallucination of Francis collapsing and dying in her arms, Queen Catherine is examined by the court physician who after seeing the sores on her hands and in her mouth asks if her husband had lovers outside of their marital bed. Catherine realizes that she may have contracted syphilis from Henry, and is soon subjected to a number of torturous treatments like being steamed alive in a Mercury Oven. Narcisse offers his condolences and says that he had a brother who was subjected to the same treatment.