Cajun dish Juliet baked originally in a former British colony (9)
I believe the answer is:
jambalaya
'cajun dish' is the definition.
'jambalaya' can be an answer for 'dish' (jambalaya is a kind of dish). I'm not sure about the 'cajun' bit.
'juliet baked originally in a former british colony' is the wordplay.
'juliet' becomes 'j' (phonetic alphabet: alpha, bravo, charlie etc.).
'originally' indicates taking the first letters.
'in' means one lot of letters goes inside another.
'former british colony' becomes 'malaya' (I am not sure about this - if you are sure you should believe this answer much more).
The initial letter of 'baked' is 'b'.
'a'+'malaya'='amalaya'
'b' inserted within 'amalaya' is 'ambalaya'.
'j'+'ambalaya'='JAMBALAYA'
Can you help me to learn more?
(Other definitions for jambalaya that I've seen before include "Creole dish" , "Creole food" , "American dish" , "WI dish?" .)