In Westeros, a confessor seems to have a grislier, secular purpose:
The entrance to the dungeons proper was at ground level, behind a door of hammered iron and a second of splintery grey wood. On the floors between were rooms set aside for the use of the Chief Gaoler, the Lord Confessor, and the King’s Justice.
And for that task, Ser Ilyn Payne was singularly ill suited. As he could neither read, nor write, nor speak, Ser Ilyn had left the running of the dungeons to his underlings, such as they were. The realm had not had a Lord Confessor since the second Daeron, however…
The girls became handmaids to Princess Rhaenyra, whilst their elder brother, Ser Harwin Strong, called Breakbones, was made a captain in the gold cloaks. The younger boy, Larys the Clubfoot, joined the king’s confessors.
My reading of the above text is that The Lord Confessor was in charge of torturing prisoners in the royal dungeons, to elicit confessions. Which fits Larys’ track record as a pragmatic, if not ruthless, politician.