Stephen was stoned to death, Bartholomew was skinned alive, Lawrence of Rome roasted on a spit while alive, and (according to the Roman historian Tertullian) the Romans tried (unsuccessfully) to boil John the Evangelist alive. John spent the last years of his life in prison.
How have Christians handled this? Not by seeking vengeance as secular people do. Maurus prayed to God for patience as he was tortured. Whilst being stoned to death Stephen also asked that his tormentors be forgiven. (Acts 7:59)
Even today there are stories of Christians who follow in this tradition - a 12 year old Christian girl, fatally burned by ISIS asked for forgiveness of her persecutors.
And persecuted Christians in China pray - not that the persecutions will stop, but that they will have the strength to endure them and remain faithful. In Syria, and reportedly other places, they hope their faithfulness in the face of suffering will influence their persecutors. Certainly there are reports throughout history (and recently) of witnesses to Christian tolerance of persecution being converted by what they saw.
Here is the bible's teaching on how Christians should handle persecution:
“Beloved, do not be surprised at the fiery trial when it comes upon you to test you, as though something strange were happening to you. But rejoice insofar as you share Christ’s sufferings, that you may also rejoice and be glad when his glory is revealed. If you are insulted for the name of Christ, you are blessed, because the Spirit of glory and of God rests upon you.” (1 Peter 4:12-14)
“… love your enemies and pray for those who persecute you.” (Matthew 5:44) - a teaching Jesus famously demonstrated Himself on the Cross.
History records that many Christians have held true to this teaching and it seems that many still do even today.
A quote at that site is:
"“Sometimes we have fear, we have frustration. Definitely, we experience depression sometimes, but at the end of the day we chose to stay because it’s the Lord’s calling for us.” – Rana, from Syria.