Bon vivant, Zurich banker, devouring roast set out (10)
I believe the answer is:
gastronome
'bon vivant' is the definition.
(synonyms)
'zurich banker devouring roast set out' is the wordplay.
'zurich banker' becomes 'gnome' (as in the phrase 'the gnomes of Zurich').
'devouring' is an insertion indicator.
'set out' is an anagram indicator.
'roast' with letters rearranged gives 'astro'.
'gnome' going around 'astro' is 'GASTRONOME'.
(Other definitions for gastronome that I've seen before include "Epicurean" , "does he expect special fare?" , "foodie" , "One who loves to eat" .)