There are zero authentic accounts of Christian martyrdom in the Colosseum until over a century after Christianity became the official religion of the Roman Empire. In fact, not a single legitimate record exists of the Romans executing any Christians in the Colosseum. Zip. Zilch. Nada.
MORE: http://www.patheos.com/blogs/friendlyatheist/2013/07/10/tales-of-roman-emperors-feeding-christians-to-the-lions-are-titillating-to-christians-and-wholly-made-up/