Head of pin piercing bug for study (7)
I believe the answer is:
inspect
'study' is the definition.
(I know that inspect is a type of study)
'head of pin piercing bug' is the wordplay.
'head of' says to take the initial letters.
'piercing' means one lot of letters goes inside another (some letters pierce a hole in others).
'bug' becomes 'insect' (bug can mean an insect).
The first letter of 'pin' is 'p'.
'p' put into 'insect' is 'INSPECT'.
'for' is the link.
(Other definitions for inspect that I've seen before include "Examine officially" , "Scrutinise" , "Look at closely" , "Examine or survey" , "Check" .)