Convert in denial? Terrible! (5)
I believe the answer is:
alter
'convert' is the definition.
(I know that convert is a more specific form of the action alter)
'in denial? terrible' is the wordplay.
'in' indicates a hidden word.
'ALTER' is hidden within 'denial terrible'.
(Other definitions for alter that I've seen before include "and 10 Across: Second self" , "Metamorphose" , "Make changes to" , "Bout of extravagant spending" , "Alert to change" .)