Being sprayed down with hot glue is not the most painful experience in the world but it is surely one of the most uncomfortable. It hits Katharine Cane's skin like burning spider webs. That is not the worst that PD plans to do to her. It is just a way to show her that no matter what she thinks she will never know what is coming next.
Not that she would want to. Knowing the kinds of devious devices PD has waiting for her would just make her more anxious. She will have plenty of time to enjoy each piece of cold iron he locks her into, there is no need to worry about that.