Lady Sandy was not ok with how this delivery guy behaved. He was rude and he was late. He did not tell her what had happened and he lacked basic courtesy. She had to make sure that he never did it again and that is why she cruelly trampled him with her high heel boots. That way, he would feel pain and he would learn never to mess with clients again.
This guy was a pickpocket and he thought he could pick this mistress' pockets without her knowing but she was street smart and she easily caught him doing it. She was not amused and she punished him so that he stopped living a lie and he instead lived an honest life. The mistress did so using her wedges which she used to crush his hands and his fingers until he promised her that he will never do that again.
Lady Sandy loves to scare the shit out of losers because it makes them fear her for a long time and in so doing, obey her for a long time. She likes it when people do things that she asks them to do without questioning her and she came to find out that fear made them do that more often than anything else. That is why she loves to be feared.