Regarding St. Thomas More — He eventually became a Martyr for the faith.
With respect to the burning of heretics, we need to remember the times. That was the common punishment as were many brutal forms of treatment and brutal forms of the death penalty.
The Church Herself partook in these practices.
If indeed More was guilty of participating in these things, he's not unlike St. Paul, who prior to his conversion persecuted Christians and was responsible for at least one death, that of St. Stephen the Deacon. Paul later expressed his remorse in his Epistles.
I don't know enough about that era of British History to know whether or not More expressed remorse. If he did, it may not be recorded but in any event, whatever happened, in my opinion, likely happened under the sanction of the local bishop. Thomas More was a faithful Catholic with respect for authority so that's how I come to that speculation.
The laity sometimes expect that Saints lived perfect lives. Nothing could be further from the truth.