Cake served in City retreat (6)
I believe the answer is:
eclair
'cake' is the definition.
(I know that eclair is a type of cake)
'city retreat' is the wordplay.
'city' becomes 'EC' (the City of London postcode).
'retreat' becomes 'lair' (both can mean a private hideout).
'ec'+'lair'='ECLAIR'
'served in' acts as a link.
(Other definitions for eclair that I've seen before include "Long (but not long-lasting) cake" , "Chocolate-topped, cream-filled cake" , "Finger-shaped, chocolate-iced, cream-filled cake" , "I clear off with thin chocolate cake" , "teatime treat?" .)