2000 AD prog 834 cover
If the Judges of Mega-City One break the law they are sent to the prison-moon of Titan for twenty years and given brutal body modifications to enable them to survive in the harsh, freezing atmosphere. It's a bit like a Soviet gulag but without the joie de vivre. Purgatory was a 2000 AD series by Mark Millar and Carlos Ezquerra set on Titan. Apparently "Judge Grice, the villain of the piece, is the first of many Millar characters marked by an absurd immunity to bullets." The series was published in 1993 in progs 834 to 841. Presumably it was called 'Purgatory' because after a couple of decades the convicts get to return to Earth, although it's hard to see what use Mega-City One would have for a frostbitten ex-Judge with severely attenuated social skills and no nose.