Purgatory

If the Judges of Mega-City One break the law1 they are sent to the prison-moon of Titan for twenty years and given severe body modifications to enable them to survive in the harsh, freezing atmosphere. It's a bit like a Soviet gulag but without the joie de vivre. Purgatory was a 2000 AD series by Mark Millar and Carlos Ezquerra set on Titan. Apparently "Judge Grice, the villain of the piece, is the first of many Millar characters marked by an absurd immunity to bullets." The series was published in 1993 in progs 834 to 841.

1Proper full-on murder/corruption-type lawbreaking, like Rico Dredd, not just having an extra-judicial liaison like Galen DeMarco. You don't do the Titan twenty for a snog.