Me wearing fur? Frilly covering? (6)
I believe the answer is:
pelmet
'frilly covering?' is the definition.
(decorative border covering up curtain fixtures)
'me wearing fur?' is the wordplay.
'wearing' indicates putting letters inside.
'fur?' becomes 'pelt' (synonyms).
'me' going inside 'pelt' is 'PELMET'.
(Other definitions for pelmet that I've seen before include "Fringe over a curtain rail" , "Temple (anag)" , "Covering over curtain fixtures" , "Valance board" , "Ornamental strip to conceal curtain-rail" .)