Bail set before one delivers excuse (5)
I believe the answer is:
alibi
'excuse' is the definition.
(alibiing is a kind of excusing)
'bail set before one' is the wordplay.
'set' indicates anagramming the letters (instruction to set the letters).
'before' means one lot of letters go next to another.
'one' becomes 'i' (Roman numeral**).
'bail' with letters rearranged gives 'alib'.
'alib'+'i'='ALIBI'
'delivers' acts as a link.
(Other definitions for alibi that I've seen before include "Defence that one was somewhere else at the time of a crime" , "Evidence one was not at crime scene" , ""suspect's story"" , "Timely plea?" , "Defence against accusation - was somewhere else" .)