Facial adornment of ring piercing has to hurt! (9)
I believe the answer is:
moustache
'facial adornment' is the definition.
(I've seen this before)
'ring piercing has to hurt' is the wordplay.
'ring' becomes 'o' (letter resembling a ring).
'piercing' indicates putting letters inside (some letters pierce a hole in others).
'has to' becomes 'must' (I've seen this before).
'hurt' becomes 'ache' (synonyms).
'o' inserted into 'must' is 'moust'.
'moust'+'ache'='MOUSTACHE'
'of' is the link.
(Other definitions for moustache that I've seen before include "Food trap" , "Walrus, e.g." , "that's hairy" , "legacy of Zapata?" , "Hair on upper lip" .)