Anything in New York is slightly wicked (7)

I believe the answer is:

naughty

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'slightly wicked' is the definition.
'naughty' can be an answer for 'wicked' (I've seen this before). I am unsure of the 'slightly' bit.

'anything in new york' is the wordplay.
'anything' becomes 'aught' (I've seen this before).
'in' means one lot of letters goes inside another.
'new york' becomes 'ny'.
'aught' inserted inside 'ny' is 'NAUGHTY'.

'is' acts as a link.

Can you help me to learn more?

(Other definitions for naughty that I've seen before include "Sinful" , "Behaving badly or risque" , "wayward" , "Dubious" , "mildly indecent" .)

I've seen this clue in The Globe and Mail.

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