What's a Catherine Wheel? (Sorry, I'm a Yankee.)
 

A firework with a circular plastic centre and a taper wound around the outside. When you light it, the end shoots out sparks, and the force of that makes it whirl round and round, so you get the optical illusion of a circle of sparks.

Named after the martyrdom of Saint Catherine of Alexandria, who was broken on a wheel, grimly enough. (Though apparently the wheel broke when she touched it, so she was beheaded instead. One can but hope.)