Press club (4)
I believe this clue is a double definition.
'press' is the first definition.
(ironing is a kind of pressing)
'club' is the second definition.
(type of golf club)
(Other definitions for iron that I've seen before include "Metal obtained from haematite" , "Main component of steel" , "Press - element" , "medicinal preparation for the anaemic?" , "Press clothes" .)
(Other definitions for gym that I've seen before include "Room for exercising" , "Exercise (hall)" , "Place to get fit" , "Place of exercise" , "Lesson" .)