Appalled that contents of bag has tobacco (6)
I believe the answer is:
'appalled' is the definition.
'contents of bag has tobacco' is the wordplay.
'contents of' indicates a hidden word.
'AGHAST' can be found hidden inside 'bag has tobacco'.
'that' is the link.
(Other definitions for aghast that I've seen before include "Appalled, filled with consternation", "Horrified, appalled", "Thunderstruck", "in awe", "Horrified, filled iwth consternation".)