In its essence, Baptism is to die with Christ and to rise with Christ to a new life.

When we baptise someone in Church, this death is represented by the dunking in water three times, as Christ was buried in the tomb three days.

But a martyr for Christ literally dies for Christ, and we call this a "Baptism of Blood". They have believed in Jesus, they have given their life for Him, and thus they qualify for the new life with Him, although, in this case, it is in Paradise, not on earth.