Fleece Roman stars at Eastern inn (9)
I believe the answer is:
astrakhan
'fleece' is the definition.
(fleece from a lamb)
'roman stars at eastern inn' is the wordplay.
'roman stars' becomes 'astra' ('stars' in Latin).
'at' is a charade indicator (letters next to each other).
'eastern inn' becomes 'khan' (Middle Eastern term for an inn).
'astra'+'khan'='ASTRAKHAN'
(Other definitions for astrakhan that I've seen before include "Fleece from Central Asia" , "woollen material" , "Fur - city on Volga" , "Cloth" , "Dark tightly-curled wool of Russian lambs" .)