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Joke about artist concealing sex — probably not a favourite of mine! (7)

Ross

I believe the answer is:

puritan

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'probably not a favourite of mine' is the definition.
I can't tell whether this definition defines the answer.

'joke about artist concealing sex' is the wordplay.
'joke' becomes 'pun' (pun is a type of joke).
'about' indicates putting letters inside.
'artist' becomes 'RA' (Royal Academician, member of Royal Academy of Arts).
'concealing' indicates putting letters inside.
'sex' becomes 'it' (common euphemism).
'ra' going around 'it' is 'rita'.
'pun' placed around 'rita' is 'PURITAN'.

Can you help me to learn more?

(Other definitions for puritan that I've seen before include "Upright" , "Strict person for whom pleasure is sinful" , "Moralistic type" , "Calvinist Protestant" , "Strait-laced" .)

I've seen this clue in The Guardian.
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