Cheeky pet in the arms wriggling? (7)
I believe the answer is:
hamster
'cheeky pet' is the definition.
(pet with large cheeks)
'the arms wriggling?' is the wordplay.
'wriggling?' indicates an anagram (letters wriggle or move about).
'the'+'arms'='thearms'
'thearms' with letters rearranged gives 'HAMSTER'.
'in' is the link.
(Other definitions for hamster that I've seen before include "Kind of rodent with cheekpouches, often a pet" , "Little beast" , "The arms (anag)" , "one running round in circles?" , "Oddly, the arms of a rodent" .)