The Saints were from Spetses, and were brothers*** and worked as importers. It was a chaotic time because the Greek revolution had been declared in 1821.
[***Note: some accounts hold that only Sts. John and Stamatios were blood brothers, and that St. Nicholas was only a friend and co-worker.]
The three brothers along with a group of another four people traveled the Aegean with their load of olive oil. Because of bad weather their boat was stranded on Asia Minor across from Chios, in the area of Tsesme. They went out where they met a Christian to whom they revealed their situation and they gave him money to buy them food and whatever they needed for the return of their small boat. He, however, as another Judas, betrayed them to the aga of the area, and after a short time the aga's men appeared. They killed two from their group as they tried to flee, another two fell into the sea, and the three brothers were seized and led to the pasha of Chios. He, after questioning them, ordered the two younger brothers, Stamatios (18) and John (22), to be locked in the darkest prison on the castle, the oldest, Nicholas, would be taken out of the castle and be beheaded.
Along the whole road they were incentivising Nicholas to convert to islam and to save his life. That blessed one responded to them: “Will I begin a new life? No, I was born a Christian and a Christian I will die, I don't deny my faith.”
And he was beheaded.
The pasha hoped to be able to get the two younger brothers to convert. He ordered two trusted men, one from Chios and one from Lazo, evil and very cunning, to go to the prison to try to get them to convert, enticing them with a lot of money.
These men tried many different methods for a week, sometimes with promises and sometimes with threats, but it did not have any effect. Finally they went to the pasha and sought permission to torture them, as their words were not having any effect, and with great courage the Saints disputed with them. The pasha, having thought for a while, told them, “these heathen are stubborn, it's easier to cut off their heads that defiance. Tomorrow they'll finally get the point.”
The Saints, locked in the prison, understood through divine revelation, that the good fight was coming to an end, called for paper and ink secretly. They wrote their confessions, and sent them with a woman named Fragisa, whose husband was also in prison and who was free to visit him, to the Bishop of Chios, and sought him to commune them. The Bishop advised them through this woman to remain steadfast in their faith, to prepare with prayer, and to not be dismayed at all before death, because Paradise was remaining for them, where they will rejoice eternally with the other martyrs.
The blessed youth heard the teachings of the Bishop from the woman's mouth, and thanked the Lord with tears, and remained in vigil all night, chanting paraklesis services to the Theotokos, to grant them strength to not be dismayed by death.
Towards dawn they slept a little, and after waking up they said to the other Christians: “O brothers, today we complete the journey of our life. We ask you to pray for the Lord to strengthen us.”
When it was day, the Bishop, through the same woman (because the priest or other Christian were unable to enter the prison), sent to them Holy Communion and with tears communed the Spotless Mysteries. They gave their fellow prisoners whatever money they had and whatever clothes of theirs that they didn't need. With this woman they send their thanks to the Bishop and some money for charity and for them to chant services for them after their death.
They were taken out of the prison with their arms bound behind them, and they were brought below the sarai. They were questioned one last time if they would convert. The Saints with a great voice responded: “We were born Christians and we will die Christians. We will never deny Christ, even if you cut us into pieces. Whatever you have to do, do it an hour sooner, don't waste your time. We will not deny our faith.”
So they were ordered to be executed.
The executioners bound them and led them outside the castle, playing with their swords in front of them to scare them. In that instant, John was dismayed and changed his mind. Seeing this, Stamatios the younger brother told him: “What happened to you, brother? Don't you remember our decision to not betray our faith? Entreat our Panagia to give you strength.” With such words, he gave strength to John.
When they reached the Vounaki valley outside of the castle, across from the execution site below the Lower Fountain, they were asked one final time if they would deny their faith. With a great voice the two of them responded and in fact said three times:
“Christian bretheren, we are Christians and we will die for Christ. We will not change our faith. Remember us O Lord in Your Kingdom.”
They beheaded them immediately. Their holy relics remained there scorned at the place of their martyrdom.
After three days the Turks convinced some Christians to take them by boat and throw them in the sea. After fours days the sea cast them back out. Thus the Chistians with great joy and reverence buried them.
(amateur translation of Greek text from: http://vatopaidi.wordpress.com/2010/02/03/%ce%bf%ce%b9-%ce%ac%ce%b3%ce%b9%ce%bf%ce%b9-%ce%b1%cf%85%cf%84%ce%ac%ce%b4%ce%b5%ce%bb%cf%86%ce%bf%ce%b9-%ce%bd%ce%b5%ce%bf%ce%bc%ce%ac%cf%81%cf%84%cf%85%cf%81%ce%b5%cf%82-%cf%83%cf%84%ce%b1%ce%bc/)
(http://synaxarion.gr/gr/sid/2013/sxsaintinfo.aspx; the full service of the Saints in Greek is available here: http://anemi.lib.uoc.gr/search/?dtab=m&search_type=simple&search_help=&display_mode=overview&wf_step=init&show_hidden=0&number=10&keep_number=&cclterm1=%CE%A3%CF%80%CE%B5%CF%84%CF%83%CF%8E%CE%BD&cclterm2=&cclterm3=&cclterm4=&cclterm5=&cclterm6=&cclterm7=&cclterm8=&cclfield1=term&cclfield2=&cclfield3=&cclfield4=&cclfield5=&cclfield6=&cclfield7=&cclfield8=&cclop1=&cclop2=&cclop3=&cclop4=&cclop5=&cclop6=&cclop7=&isp=&search_coll[metadata]=1&&stored_cclquery=&skin=&rss=0&display_mode=detail&ioffset=1&offset=1&number=1&keep_number=10&old_offset=1&search_help=detail)