My established way to keep figure in shape (6)

I believe the answer is:

corset

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'way to keep figure in shape' is the definition.
I can't judge whether this definition defines the answer.

'my established' is the wordplay.
'my' becomes 'cor' (both are expressions of surprise).
'established' becomes 'set' (set can mean established or agreed upon).
'cor'+'set'='CORSET'

Can you help me to learn more?

(Other definitions for corset that I've seen before include "A lady's old foundation garment" , "Stays" , "Tight undergarment" , "Close-fitting foundation garment" , "Stiffened undergarment" .)

I've seen this clue in The Guardian.

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