Indulgence consumed by major gymnast (4)
I believe the answer is:
'indulgence' is the definition.
(orgy is a kind of indulgence)
'consumed by major gymnast' is the wordplay.
'consumed by' says the answer is hidden in the clue (I've seen this in other clues).
'ORGY' is hidden within 'major gymnast'.
(Other definitions for orgy that I've seen before include "debauched scene" , "overindulgence" , "Excess" , "Wild self-indulgent party" , "Riotous revel" .)