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 before).
'worried' becomes 'ate' (something worrying may eat someone up).
'per'+'for'+'ate'='PERFORATE'
'having' is the link.
(Other definitions for perforate that I've seen before include "Puncture" , "Make hole or holes through" , "punch" , "bore!" , "pass through hole" .)