Occasions when I'm stuck in a setback (5)
I believe the answer is:
times
'occasions' is the definition.
(I've seen this in another clue)
'i'm stuck in a setback' is the wordplay.
'i'm' becomes 'im' ().
'stuck in' means one lot of letters goes inside another.
'a setback' becomes 'tes' (I've seen this in other clues).
'im' inserted within 'tes' is 'TIMES'.
'when' acts as a link.
(Other definitions for times that I've seen before include "See 10" , "See 1" , "- - they are a-changin'" , "Square in New York" , "Thunderer?" .)