The Collaborative International Dictionary of English v.0.48:

Catherine wheel \Cath"er*ine wheel`\ [So called from St.
   Catherine of Alexandria, who is represented with a wheel, in
   allusion to her martyrdom.]
   1. (Geoth.Arth.) Same as Rose window and Wheel window.
      Called also Catherine-wheel window.
      [1913 Webster]

   2. (Pyrotechny) A revolving piece of fireworks resembling in
      form the window of the same name. [Written also Catharine
      wheel.]
      [1913 Webster]