A roll or bun (3)

I believe the answer is:

wad

I'm a little stuck... Click here to teach me more about this clue!

'a roll' is the definition.
(thesaurus)

I cannot understand how the rest of the clue works.

(Other definitions for wad that I've seen before include "Bankroll; sandwich (slang)" , "Small mass of soft material" , "Small bundle" , "Bundle of soft material or of banknotes" , "Compact mass" .)

I've seen this clue in the Evening Standard.

Want a hint initially instead of a full solution? Install my app