In France she is in training, being a little round (6)
I believe the answer is:
pellet
'a little round' is the definition.
(a small, round object)
'in france she is in training' is the wordplay.
'in france she' becomes 'elle' ('she' in French).
'is in' is an insertion indicator.
'training' becomes 'pt' (abbreviation for physical training).
'elle' inserted within 'pt' is 'PELLET'.
'being' is the link.
(Other definitions for pellet that I've seen before include "Piece of shot as for shotgun" , "Small ball of iron" , "Small sphere" , "bit of shot" , "Small ball of shot" .)