A small group to embrace religious instruction (4)
I believe the answer is:
trio
'a small group' is the definition.
(I've seen this before)
'to embrace religious instruction' is the wordplay.
'embrace' is an insertion indicator.
'religious instruction' becomes 'ri' (abbreviation).
'to' placed around 'ri' is 'TRIO'.
(Other definitions for trio that I've seen before include "Work for three" , "Beethoven's 'Archduke', for instance" , "Ensemble musical piece, eg Beethoven's 'Archduke'" , "Bee Gees, Supremes or Andrews Sisters, say" , "Band of three" .)