Leading lady, covered by a gun, is trembling (8)
I believe the answer is:
ushering
'leading' is the definition.
(ushering is a kind of leading)
'lady covered by a gun is trembling' is the wordplay.
'lady' becomes 'sheri' (**).
'covered by' means one lot of letters goes inside another.
'is trembling' indicates anagramming the letters.
'gun' is an anagram of 'ung'.
'sheri' placed within 'ung' is 'USHERING'.
(Other definitions for ushering that I've seen before include "Showing people to their seats" , "Showing to a seat" , "working as escorts" , "Taking people to their seats" , "putting one in one's place" .)