Desire to grab yours truly in a really hot place (5)
I believe the answer is:
yemen
'a really hot place' is the definition.
(Middle Eastern nation)
'desire to grab yours truly' is the wordplay.
'desire' becomes 'yen' (yen can mean a longing or desire).
'to grab' is an insertion indicator.
'yours truly' becomes 'me' (the person that set this crossword).
'yen' enclosing 'me' is 'YEMEN'.
'in' acts as a link.
(Other definitions for yemen that I've seen before include "Arab state" , "Republic sited on the SW corner of Arabia" , "Country to W. of Oman" , "Enemy (anag) - country of Arabia" , "Arabian country, capital Sanaa" .)