I am reading "Angel Exterminatus" right now and Fabius seems to really get off on taunting (who I assume is) Eidelon. He says something like "You will both curse me and praise me in equal measure because I will bring you to new heights both of pleasure and pain".
Just the way they have deformed themselves they even look like cenobites.
Looking it up through wiki it seems that Warhammer beat out Hellraiser by a year. The first Warhammer stuff came out in 86, Hellraiser came out in 87.