I don't know who Dan Carlin is. But the guy you remember dying in this way is probably Marcus Licinius Crassus (c. 115-53 BC). One of the most influential politicians in Rome, Crassus felt increasingly overshadowed by the military conquests and glory of his allies Gnaeus Pompeius Magnus (106-48 BC) and Gaius Julius Caesar (100-44 BC). Seeking conquests of his own, Crassus led a Roman army in invading the Parthian Empire. The poorly planned expedition resulted in the Battle of Carrhae (53 BC), where 20,000 legionnaires were killed and about 10,000 others were captured.
Crassus was killed shortly following the lost battle. There are a couple of contradictory accounts of the manner of his death. But the most famous mentions that he was captured alive by the Parthians. The Parthians then supposedly poured molten gold into his mouth. Their reply to Crassus' thirst for wealth.