Africans as puzzled as I am (5)
I believe the answer is:
masai
'africans' is the definition.
(I've seen this before)
'puzzled as i am' is the wordplay.
'puzzled' is an anagram indicator.
'as'+'i'+'am'='asiam'
'asiam' is an anagram of 'MASAI'.
'as' is the link.
(Other definitions for masai that I've seen before include "Price increase" , "Kenyan language" , "African tribespeople" , "Tribe in 5" , "E.African pastoral people" .)