Foreign criminal having gone back, one had nick closed (7)

'foreign criminal' is the definition.
(term for a Mexican outlaw)

'having gone back one had nick closed' is the wordplay.
'having gone back' says the letters should be written backwards.
'one had' becomes 'id' ('I'd' can mean 'one had').
'nick' becomes 'nab' (both can mean steal).
'closed' becomes 'to' (I can't explain this - if you can you should give a lot more credence to this answer).
'id'+'nab'='idnab'
'idnab' back-to-front is 'bandi'.
'bandi'+'to'='BANDITO'