Erg. Yeah, Christians weren't having a lot of fun under some of the Roman Emperors. Nero especially. Granted, Nero was batshit insane to start
with, but unfortunately not insane enough that he couldn't grasp the concept of 'scapegoat' quite thoroughly. If Tacitus is to be believed (he had no particular fondness for Christians as far as I know, but I don't think he liked Nero very much either), Nero had the charming habit of using Christians as torches for his garden parties. As in, lighting them on fire while strapped to a pole >.<
If you're going to set the story in Japan, punkreader, you may want to (if you haven't already, anyhow) do at least a quick check as to what sorts of cults there are/have been in that area; there's enough of a cultural gap that it could trip you up.