Clergyman turns up to entertain king with no clothes (5)
I believe the answer is:
naked
'no clothes' is the definition.
'clergyman turns up to entertain king' is the wordplay.
'clergyman' becomes 'dean' (dean is a kind of clergyman).
'turns up' says the letters should be written in reverse.
'to entertain' means one lot of letters goes inside another.
'king' becomes 'K' (abbreviation for king in chess).
'dean' in reverse letter order is 'naed'.
'naed' placed around 'k' is 'NAKED'.
'with' is the link.
(Other definitions for naked that I've seen before include "unprotected" , "Without clothes" , "Au naturel" , "Without protection" , "Unclad" .)