Censure at woman having a cigar (9)
I believe the answer is:
panatella
'a cigar' is the definition.
(type of cigar)
'censure at woman' is the wordplay.
'censure' becomes 'pan'.
'woman' becomes 'ella' ().
'pan'+'at'+'ella'='PANATELLA'
'having' acts as a link.
(Other definitions for panatella that I've seen before include "Kind of cigar" , "One smoker lights" , "that's smoked" , "Long, thin cigar" , "Type of cigar" .)