Hole having each pro worried (9)
I believe the answer is:
perforate
'hole' is the definition.
(thesaurus)
'each pro worried' is the wordplay.
'each' becomes 'per' ('per' can mean for each).
'pro' becomes 'for' (I've seen this in another clue).
'worried' becomes 'ate' (something worrying may eat someone up).
'per'+'for'+'ate'='PERFORATE'
'having' acts as a link.
(Other definitions for perforate that I've seen before include "Puncture" , "Make hole or holes through" , "punch" , "bore!" , "pass through hole" .)