A rodent, being shy, rolled up (5)
I believe the answer is:
coypu
'a rodent' is the definition.
(I know that coypu is a type of rodent)
'shy rolled up' is the wordplay.
'shy' becomes 'coy' (coy can mean shy or modest).
'rolled' says the letters should be written in reverse (letters roll back).
'up' written backwards gives 'pu'.
'coy'+'pu'='COYPU'
'being' acts as a link.
(Other definitions for coypu that I've seen before include "South American beaver-like beast" , "Beaver-like creature" , "Creature in fur coat" , "South American rodent bred for its fur, nutria" , "Beaver lookalike" .)