Wow what a way to depict them! Also, “cephalophoric” sounds like the saints are part octopus 😅

The cephalophoric saints Felix, Regula and Exuperantius (patron saints of Zurich), holding their attributes, their severed heads, before Christ, 1506, Zürcher Veilchenmeister. (Schweizerisches Nationalmuseum, Zürich)

The idea behind such a depiction is that those saints were killed when their heads were cut off. So it was decided that they would be honoured to be traditionally presented like that in painting. There are no less than 134 such saints.