Dance with girl — one covered in fat (8)
I believe the answer is:
galliard
'dance' is the definition.
(I've seen this before)
'girl one covered in fat' is the wordplay.
'girl' becomes 'gal' ('gal' can be a synonym of 'girl'**).
'one' becomes 'i' (Roman numeral).
'covered in' indicates putting letters inside.
'fat' becomes 'lard' (I've seen this before).
'i' put inside 'lard' is 'liard'.
'gal'+'liard'='GALLIARD'
'with' is the link.
(Other definitions for galliard that I've seen before include "(Elizabethan) dance" , "Pacific kingdom" , "Lively old dance" .)