Dogged setters nip when teased (10)
I believe the answer is:
persistent
'dogged' is the definition.
(thesaurus)
'setters nip when teased' is the wordplay.
'when teased' indicates an anagram (I've seen this in other clues).
'setters'+'nip'='settersnip'
'settersnip' is an anagram of 'PERSISTENT'.
(Other definitions for persistent that I've seen before include "Unrelenting - prettiness (anag)" , "Lasting, prolonged" , "Pressing" , "Endless" , "Determined" .)