Episode 43 treats the story of the Theban Legion (and it detractors).
You can listen to the episode here.
You can find O’Reilly’s book on the Theban Legion at Amazon.

Ah, the Apostle of Mockery, Voltaire
The vanity of dealing in the marvelous, and of swelling the number of martyrs, has been the cause of adding false and improbable persecutions to those which are but too real. It is said that in Diocletian’s reign, Maximianus Hercules Cæsar made a whole legion of martyrs in the Alps; this was
called the Theban legion, consisting of six thousand six hundred men, all Christians, who offered themselves to be massacred without a word of protest. This famous story was not committed to writing till two hundred years after by the abbot Eucherius, who relates it upon hearsay. And even granting there was a Theban legion, which is very doubtful, how could Maximianus Hercules send
for this legion, as he is said to have done, out of the East, only to quell a sedition in Gaul ? Why should he destroy six thousand six hundred good troops, when he wanted their assistance to appease this tumult ? How could they be all Christians to a man ? Why should he murder them upon the road ? Who were their executioners ? What purpose could such a butchery answer, at a time when there was no persecution; at a time when the church enjoyed the profoundest tranquillity; and when the Christians had built a magnificent temple at Nicomedia, just opposite to Diocletian’s palace? “The profound peace and full liberty which we enjoyed,” says Eusebius, “occasioned a relaxation of morals.” Is this profound peace, and this full liberty, reconcilable with the massacre of six thou and
six hundred soldiers ? Could this extraordinary fact be true, would Eusebius have omitted to mention it ? Such a multitude of real martyrs have sealed the Christian religion with their blood, that we should give no share of their glory to those who did not partake of their sufferings. It is certain that Diocletian, during the two last years of his reign, and Galerius for some years after, did violently persecute the Christians of Asia Minor and the neighboring provinces: but in Spain, Gaul, and England, which were under the dominion of Constantius Chlorus, far from being persecuted, their religion was predominant, and Eusebius fays that Maxentius, who was chosen emperor at Rome in 306, raised no persecution.
Abbot Eucharius on the Theban Legion.
There was at that time in the army a legion of soldiers who were called the Thebaei…that contained 6,600 men under arms. When they had been summoned to his support by Maximian (left) from the regions of the East, these men, active in battle and renowned for their courage, although more renowned for their faith, came. They strove in bravery for the emperor, but in devotion to Christ…Accordingly when these men were assigned to harass the multitude of Christians in the area…they alone dared to refuse the cruel task and declared that they would not obey commands of this king.
….When Maximian learned the reply of the Thebaei, he burned with a fierce anger on account of their neglect of his commands and ordered every tenth person from that same legion to be executed by the sword….When this repeat command reached the Thebaei…there rose indiscriminately throughout the camp the hue and cry of men declaring that they would never submit to such sacrilegious tasks….The greatest incitement to faith at that time was the holy Mauritius, primicerius (commander), as it is called of that legion….
Accordingly…they sent to Maximian this message…‘We are your soldiers, O emperor, but God’s servants….We owe military service to you, but just living to Him….No way can we follow an emperor in this, a command for us to deny God our Father, especially since our Father is your God and Father whether you like it or not….
You order us to seek out Christians for punishment. You do not now have to seek out others on this charge since you have us here confessing: We believe in God the Father maker of all and God his Son Jesus Christ….”
When Maximian heard these things and realized that the men’s minds were resolute in their faith in Christ…he decreed in one sentence that they were all to be killed and ordered the surrounding military columns to effect the matter….(the other legions) drew their wicked swords against the holy men who did not refuse to die….they were indiscriminately slaughtered by the sword.
They did not cry out even or fight back, but laid aside their arms and offered their necks to their persecutors…remembering this alone, that they were confessing Him who was led to His death without a cry, and like a lamb, did not open His mouth, they, the Lord’s flock of sheep, so to speak, also allowed themselves to be torn by the onrushing wolves, as it were….The earth there was covered by the bodies of the pious as they fell forward into death.