Heads containing sanctimonious thoughts (8)
I believe the answer is:
opinions
'thoughts' is the definition.
(I know this)
'heads containing sanctimonious' is the wordplay.
'heads' becomes 'onions' (onion can informally mean someone's head).
'containing' means one lot of letters goes inside another.
'sanctimonious' becomes 'pi' (British abbreviation for pious).
'onions' enclosing 'pi' is 'OPINIONS'.
(Other definitions for opinions that I've seen before include "ideas" , "Personal beliefs or judgments" , "Viewpoints" , "Macbeth bought golden ones" , "Personal views" .)