FBI agents appearing in set piece (7)
I believe the answer is:
segment
'piece' is the definition.
(segment is a kind of piece)
'fbi agents appearing in set' is the wordplay.
'fbi agents' becomes 'gmen' ('G-man' can be a synonym of 'fbi agent').
'appearing in' is an insertion indicator.
'gmen' going into 'set' is 'SEGMENT'.
(Other definitions for segment that I've seen before include "Part separable from other parts, say of orange" , "Part of a circle cut off by a chord" , "Piece of an orange" , "Division" , "One of several parts of a whole" .)