Delighted, amused and a little embarrassed (7,4)
I believe the answer is:
tickled pink
'delighted' is the definition.
(I've seen this before)
'amused and a little embarrassed' is the wordplay.
'amused' becomes 'tickled' (I've seen this before).
'and' means one lot of letters go next to another.
'a little embarrassed' becomes 'pink' (I can't justify this - if you can you should give a lot more credence to this answer).
'tickled'+'pink'='TICKLED PINK'
Can you help me to learn more?
(Other definitions for tickled pink that I've seen before include "caught fish (salmon)" , "having caught young salmon" , "happy as Larry" , "subject to great amusement" , "Greatly amused" .)