First, in this sense, I'm using "Catholic religious" to refer specifically to the "professional Catholics" like priests/bishops/Cardinals, nuns, monks, abbots, etc.
My assumption is that before the Pope refused to grant Henry VIII's annulment, things were probably about the same for Catholics in England as they would have been elsewhere in Europe (no arrests on trumped-up charges, no torture and execution). Is that correct?
Bonus question: around the time of the declaration of the Act of Supremacy, and the First and Seconds Suppression Acts, was there any presence in England of Eastern Orthodox religious? What happened to them after the persecution of the Roman Catholic Church? They're in "communion with Rome" (meaning that their sacraments -- baptism, confirmation, the Holy Eucharist, Confession, marriage, Holy Orders, annointing of the sick -- are recognized and valid and licit by Roman Catholics), so I imagine that they would have been equally persecuted (perhaps not as badly as I suspect that their presence was so small that they weren't considered an issue, if they were present at all).
You may wish to take into account: