Crime of being pious yet saucy! (6)
I believe the answer is:
piracy
'crime' is the definition.
(piracy is a kind of crime)
'being pious yet saucy' is the wordplay.
'being pious' becomes 'pi'.
'yet saucy' becomes 'racy' (I am not sure about this - if you are sure you should believe this answer much more).
'pi'+'racy'='PIRACY'
'of' acts as a link.
Can you help me to learn more?
(Other definitions for piracy that I've seen before include "Robbery at sea or of copyright" , "Copyright infringement" , "theft" , "Illegal copying" , "Crime" .)