Hero of Shaw play with parts including leader of Christians (9)
I believe the answer is:
androcles
'hero of shaw play' is the definition.
(from Androcles and the Lion by George Bernard Shaw)
'with parts including leader of christians' is the wordplay.
'with' becomes 'and'.
'parts' becomes 'roles' ('role' can be a synonym of 'part').
'including' is an insertion indicator.
'leader of' indicates taking the first letters.
The initial letter of 'christians' is 'c'.
'roles' placed around 'c' is 'rocles'.
'and'+'rocles'='ANDROCLES'
(Other definitions for androcles that I've seen before include "Shaw play: -- and the Lion" , "He played a lion-tamer" .)