Dismay about European legal challenge (6)
I believe the answer is:
appeal
'legal challenge' is the definition.
(I've seen this in another clue)
'dismay about european' is the wordplay.
'dismay' becomes 'appal' (synonyms).
'about' indicates putting letters inside.
'european' becomes 'E' (abbreviation e.g. EU).
'appal' placed around 'e' is 'APPEAL'.
(Other definitions for appeal that I've seen before include "Beg" , "attract one's interest" , "Charm; entreaty" , "Heartfelt request -- attraction" , "Plea" .)