Holy, penning heartless tale, very sad (7)
I believe the answer is:
piteous
'very sad' is the definition.
'holy penning heartless tale' is the wordplay.
'holy' becomes 'pious'.
'penning' indicates putting letters inside.
'heartless' says to hollow out the word (remove centre letters).
'tale' with its centre removed is 'te'.
'pious' placed around 'te' is 'PITEOUS'.
(Other definitions for piteous that I've seen before include "Heart-rending" , "Arousing sorrow and compassion" , "Woeful" , "Deserving compassion" , "Deserving sympathy" .)