Henry VIII married his fifth bride on July 28, 1540. His Chancellor, Thomas Cromwell, the Earl of Essex was also executed that day.
A few years ago I read Ford Madox Ford's historical novel about Catherine Howard, The Fifth Queen--on the other hand, I have not read Hilary Mantel's recent novel Wolf Hall. As both are works of historical fiction, I know they have to be judged both as works of history and as works of art.
Ford Madox Ford's Catherine Howard is much more purposeful than the historical figure was: she has the goal of restoring the "old ways" -- Catholicism--hoping to influence Henry VIII. She is idealistic and adamantine, absolutely unable to compromise, so Ford makes her into a martyr for the Faith. Her true story may not be "the saddest story I have ever heard" (that honor is reserved for Ford's The Good Soldier, the "finest French novel in English"), but is rather, pitiful, as is Henry VIII's reaction to the revelation of her infidelity to him.
Ford Madox Ford was a convert to Catholicism when he was eighteen and remained "nominally a Catholic" all his life, although his practice of the Faith was irregular, according to one of his biographers. Ralph McInerny wrote an insightful analysis of his art and his view of art, that "every work of art has--must have--a profound moral purpose." I wonder about the "profound moral purpose" that misinterprets the historical record. For a different view, link here.
Hilary Mantel's novel won the Booker Prize, but I have read several reader's reviews citing the narrative style of the novel as confusing and distracting (every "he" and "his" refers to Cromwell even when it's wrong gramatically). I don't think I agree with her view of either Thomas More or Thomas Cromwell, also gleaned through reviews.
Alessandro Manzoni, author of I Promessi Sposi (The Betrothed), whom Verdi honored with the great Requiem Mass, repudiated the practice of historical fiction in his Del Romanzo Storico (On the Historical Novel). After writing one of the greatest Italian historical novels ever, he decided he could not write historical fiction anymore--he determined that authors could not do justice to the demands of historical accuracy AND of art.
When real-life figures appear in historical fiction, I do look for them to match what we know of them historically.