Bug is way to intercept spy (6)
I believe the answer is:
pester
'bug' is the definition.
(I know that bug can be written as pester)
'way to intercept spy' is the wordplay.
'way' becomes 'st' (abbreviation for street).
'to intercept' means one lot of letters goes inside another.
'spy' becomes 'peer' (peer can mean to look at or spy on).
'st' going inside 'peer' is 'PESTER'.
'is' acts as a link.
(Other definitions for pester that I've seen before include "Harass" , "Trouble, annoy" , "Annoy with frequent questions" , "Bug" , "Be a nuisance, annoy with requests" .)