*Henry VII executed 10 heretics over 24 years.
*Henry VIII executed 81 over 38 years
*Edward VI executed 2 over 6 years
*Elizabeth I executed 5 over 45 years
*Mary I executed ~283 over 4 years, or about 1 every 5 days.
The actual name 'Bloody Mary' is harder to pin down - I can't find anyone who says where it's from except a vague website which references an anonymous pamphlet from 1682, but the only people who say that are from the Internet :> I just had a browse through several Tudor historian books on Mary and the Tudors and none of them point out the origin, except to say that it's later Protestant propaganda - whose exactly, they never qualify.
If anyone has STC access then they might check out the article referenced.