80s or 90s movie about a torture chamber

I had watched the beginning of a movie when I was a kid, maybe around 8-10ish, and was born in 1981 and think it was somewhat recent then… so late 80’s or early 90’s? It was about a young to middle aged guy who was a masochist and had, or came across, like a medieval torture dungeon. At one point he was remembering parts from his childhood and was reminiscing over torturing/tearing the legs off of bugs (he may have been talking to an old imaginary friend at that point, but I’m not 100% sure). He then had a woman who he lured into the torture room and was trying to tie down. Then my mom turned the movie off because she thought it was inappropriate. Hah. From what I recall, it didn’t seem super, like blockbuster high budget. Any ideas? Thanks!!

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