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There are numerous references to Christian martyrs having been killed by scaphism. As best as I can tell, these are referring to reports of an execution in A.D. 363 during the reign of Julian. As it was retold in the The History of Christian Martyrdom:
Marcus, bishop of Arethusa, having destroyed a pagan temple in that city, erected a christian church in its room, on which account he was accused to Julian as a Christian. His persecutors, stripping him naked, cruelly beat him . . . and lastly, he was hung up in a basket in the heat of the sun, after having smeared him over with honey, in order to be tormented to death by wasps. As soon as he was hung up, they asked him if he would rebuild their temple? To which he answered, that he would neither rebuild it nor advance a single doit towards its being rebuilt; upon which they left him, and he fell a martyr to the stings of the insects (108).
The implication is that the Roman state sanctioned the execution, though it may have been carried out by a mob. @fdb rightly points out that Martyr Acts are of dubious historical veracity, so check out the original sources in Greek and English here.
A more recent (and definitely historical) instance of execution-by-insect (though not scaphism proper) is provided by Jeffrey Lockwood, author of "Six-Legged Soldiers: Using Insects as Weapons of War." Lockwood shows that torture by insects is disturbingly common throughout human history. The last state-sanctioned insect-aided execution probably comes from 19th-century Bukhara:
The epitome of insectan torture was developed by a 19th-century emir of Bukhara, in present-day Uzbekistan. He threw political enemies into a bug pit, a deep hole covered with an iron grille and stocked with sheep ticks and assassin bugs. The bite of the latter has been compared to being pierced with a hot needle, and the injected saliva digested the victimsβ tissues until, in the words of the emirβs jailer, βmasses of their flesh had been gnawed off their bones. (NYT)
Researching this question was mostly disheartening, but at the very least I can confidently contradict thefreedictionary.com: modern "Oriental" nations do not use scaphism/cyphonism as a method of execution. Note that the Free Dictionary definition has not been updated since 1913, and even then scaphism was probably out of fashion for a hundred years.