That huge spike could be to impale a girl, yes. Unless they just want to tie a girl to it for a different purpose. Impaling could be interesting, we haven't seen that yet.
Burning might be the most painful way to die, because you don't loose consciousness, which would usually happen when you experience too much pain.
Crucifixion is another really cruel way to go, because it can be a very slow death. Unless they help her along, she can hang on the cross for days before she finally dies, in constant pain!