So MindPalace!Moriarty's comments about pain being "good, so good" made me really want masochist!Moriarty and sadist!Sherlock.

I'd prefer it if it happened in Sherlock's mind palace, with Moriarty restrained and tied up as he was in the episode. Doesn't necessarily have to be explicitly sexual (though I certainly wouldn't mind if it was), just erotic for both of them. Maybe this becomes the way Sherlock controls his pain, so he comes to him whenever he needs to.