Gloss covering first of bandages on part of leg (8)
I believe the answer is:
shinbone
'part of leg' is the definition.
('shinbone' is part of 'leg')
'gloss covering first of bandages on' is the wordplay.
'gloss' becomes 'shine'.
'covering' means one lot of letters goes inside another.
'first of bandages' becomes 'b' (1st letter of 'bandages').
'b'+'on'='bon'
'shine' placed around 'bon' is 'SHINBONE'.
(Other definitions for shinbone that I've seen before include "bit of leg" , "It is also called the tibia" , "The less formal tibia" , "that supports member" .)