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A pillory ("Rollo") is a column, usually made of stone and typically topped with a cross or an orb. It represented the administrative status of a place, being erected only in towns with full jurisdiction, indicating the regime to which it was subject: royal, municipal, ecclesiastical, or monastic. It also marked the territorial boundary and, in some cases, served as a commemorative monument for the granting of town status. Pilloryes shared the function of executions with pillories. These executions were suspended by decree of the Cortes of Cádiz in 1812.
It is located in the old slaughterhouse and features pieces belonging to different churches in the town, as well as a series of explanatory panels, models and an audiovisual presentation to show the splendor lost in the Hermitage of San Baudelio due to the plundering of the paintings through a virtual reconstruction of what the hermitage would have looked like in its origins.