Dream of cooler siesta, frolicking (9)
I believe the answer is:
fantasise
'dream' is the definition.
('dream'->'fantasize' is in my internal thesaurus and 'ize'->'ise')
'cooler siesta frolicking' is the wordplay.
'cooler' becomes 'fan' (something which cools).
'frolicking' is an anagram indicator.
'siesta' anagrammed gives 'tasise'.
'fan'+'tasise'='FANTASISE'
'of' is the link.
(Other definitions for fantasise that I've seen before include "Indulge in imagination unrestricted by reality" , "Imagine" .)