Cross when new missus pockets grand (6)
I believe the answer is:
bridge
'cross' is the definition.
(I know that bridge is a type of cross)
'new missus pockets grand' is the wordplay.
'new missus' becomes 'bride' (I can't explain this - if you can you should believe this answer much more).
'pockets' is an insertion indicator.
'grand' becomes 'g' (G is short for grand as in a thousand).
'bride' enclosing 'g' is 'BRIDGE'.
'when' is the link.
Can you help me to learn more?
(Other definitions for bridge that I've seen before include "Card game - pontoon - couple" , "Card-game" , "Game; cross (river)" , "Card game involving North, South, East and West" , "Captain's place on ship" .)