Feast I set out for a religious festival (6)
I believe the answer is:
fiesta
'a religious festival' is the definition.
(I've seen this before)
'feast i set out' is the wordplay.
'set out' is an anagram indicator.
'feast'+'i'='feasti'
'feasti' anagrammed gives 'FIESTA'.
'for' is the link.
(Other definitions for fiesta that I've seen before include "Outdoor celebration" , "foreign holiday" , "Spanish holiday" , "Religious festival in Hispanic communities" , "Religious festival in Spain" .)