The first religious figure recorded as having these wounds was Saint Francis of Assisi (8)
I believe the answer is:
stigmata
(Other definitions for stigmata that I've seen before include "Distinguishing marks; the wounds of Christ" , "that oddly makes impression on Francis" , "Marks resembling the wounds of Christ" , "Mercian king who built dyke" , "Christ's marks of crucifixion" .)