Gatefold slip sleeve CD w/high end cardboard to emulate a "Vinyl" release. Reissue. Nuns Have No Fun - AKA Mercyful Fate - is the first official release from Danish black metal band Mercyful Fate. It is a four track, 45rpm effort and was recorded and mixed at Stone Studio in Roosendaal, Netherlands, in two days in September 1982. The album was produced and mixed by Jac Hustinx and engineered by Willem Steetjes.