Bun consumed when cycling, put on coat (7)
I believe the answer is:
teacake
'bun' is the definition.
(I've seen this before)
'when cycling put on coat' is the wordplay.
'when' becomes 'e' (I've seen this in other clues).
'cycling put' becomes 'ta' (I am not sure about this - if you are sure you should believe this answer much more).
'on' is an insertion indicator (as in clothing \'on\' a person).
'coat' becomes 'cake' (synonyms).
'e' going inside 'ta' is 'tea'.
'tea'+'cake'='TEACAKE'
'consumed' acts as a link.
I am not very happy about this link. It may belong to another bit of the clue.
Can you help me to learn more?
(Other definitions for teacake that I've seen before include "crumbs from this?" , "food item" , "Afternoon food?" , "Glazed currant bun, often toasted" , "Light fruit bun" .)