Delicacy of European Community retreat (6)
I believe the answer is:
eclair
'delicacy' is the definition.
(type of cake)
'european community retreat' is the wordplay.
'european community' becomes 'EC' (abbreviation).
'retreat' becomes 'lair' (both can mean a private hideout).
'ec'+'lair'='ECLAIR'
'of' acts as a link.
(Other definitions for eclair that I've seen before include "cream-cake" , "Chocolate-topped, cream-filled cake" , "Lacier type of cake" , "Long thin cake with chocolate and cream" , "Lacier (anag.)" .)