Grandma in former Welsh country (3,5)
I believe the answer is:
old woman
'grandma' is the definition.
(thesaurus)
'former welsh country' is the wordplay.
'former' becomes 'old' (I've seen this before).
'welsh' becomes 'W'.
'country' becomes 'oman' (Oman is an example).
'old'+'w'+'oman'='OLD WOMAN'
'in' acts as a link.
(Other definitions for old woman that I've seen before include "Fussy man (with sex change?)" , "The wife?" .)