In his upcoming tell-all, “The Secret Life of Siegfried and Roy,” the flamboyant Vegas animal trainers’ ex-security chief, Jim Mydlach, recalls that when their beloved tiger Sahra died of kidney failure, Roy demanded she be cremated. “By this time, Sahra had gone into rigor mortis, so there was no hope of stuffing the huge animal into the tiny furnace. But Roy . . . didn’t want to hear it,” Mydlach writes. “He wanted the cat cremated and brought back ...