Ethnicity lessons in Ascot, for example (10)
I believe the answer is:
racecourse
'ascot for example' is the definition.
(I know that Ascot Racecourse is a racecourse)
'ethnicity lessons' is the wordplay.
'ethnicity' becomes 'race' (I've seen this in another clue).
'lessons' becomes 'course' (a course has lessons).
'race'+'course'='RACECOURSE'
'in' acts as a link.
(Other definitions for racecourse that I've seen before include "E.g. Ascot" , "Doncaster, for example?" , "Where to find better" , "Bath, perhaps" , "Aintree, for example" .)