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Because of his word choice, Tolkien opens the door to all manner of speculation. And the more you look into the meanings and uses of the word, the more vague it becomes.
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How much more horrible her torment becomes when we are forced to install our own particular ideas of horror into her story, instead of having Tolkien detail them for us (which, as a gentleman, he most certainly would not do.)
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In the Appendix account we read that Celebrian was "seized and carried off" by the orcs. For what it's worth, that phrase is a Victorian euphemism for rape. And at the council of Elrond, we hear that Celebrian suffered torment in the "dens" of the orcs -- again, Victorian connotations around the word "den" are interesting insofas as it is used to refer to vice and sensuality ("dens of iniquity" and so on).
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I don't think I needed these (only slightly veiled) euphemisms to understand what happened to her, at least when I read about it.
Phantom:
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However, it's very likely she was tickled mercilessly
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I doubt even orcs would be that cruel.