Roland Weary is the character associated with the Iron Maiden.
Weary is one of the soldiers that Billy Pilgrim ends up with after arriving in the theater of war in Germany. Separated from their units, Billy, Roland Weary and two scouts find themselves behind enemy lines.
Weary engages in fantasies of being a member of an elite group (he names it the Three Musketeers) and he harasses Billy, loudly and threateningly, trying to get Billy to keep up with the group.
He is a sadistic bully who despises Billy and whose hobbies include collecting instruments of torture. (eNotes)
Weary tells Pilgrim about the various torture devices that he collects, one of which was a working Iron Maiden.