The Lone Centurion: Volume One

 was a full cast audio anthology released in April 2021 by Big Finish Productions. It starred Arthur Darvill as Rory Williams.

Publisher's summary
Legend tells of the Lone Centurion - a mysterious figure dressed as a Roman soldier who stood guard over the Pandorica, warning off those who would attempt to open it; a constant warrior whose story appeared in the folk history of a dozen civilisations.

Only... he seems to have misplaced it.

Travelling to Rome in search of the Pandorica, Rory finds himself forced to perform as a gladiator in the Colosseum... where he attracts the attention of the Imperial household.

1.1 Gladiator by David Llewellyn

Kidnapped, Rory is taken to Rome and thrown into the arena, where his hapless inability to die brings him to the attention of the Emperor.

1.2 The Unwilling Assassin by Sarah Ward

The Roman Empire has a new official assassin. Lethal, cunning, and utterly unsuited to the job. Can Rory Williams succeed at assassination without actually killing anyone?

1.3 I, Rorius by Jacqueline Rayner

Drowning in a sea of plots and conspiracies, Rory just wants his life back. But in Ancient Rome, people don't retire, they die. And that's a bit difficult when you’re immortal.