A prank during May? What nonsense! (7)
I believe the answer is:
malarky
'nonsense' is the definition.
(I've seen this before)
'a prank during may?' is the wordplay.
'a prank' becomes 'lark' (I've seen this before).
'during' means one lot of letters goes inside another.
'lark' inserted inside 'may' is 'MALARKY'.
'what' is the link.
(Other definitions for malarky that I've seen before include "Nonsense" , "Absurd talk" .)