My pun does transform into a pen-name (9)
I believe the answer is:
pseudonym
'a pen-name' is the definition.
(I've seen this before)
'my pun does transform' is the wordplay.
'transform' indicates anagramming the letters.
'my'+'pun'+'does'='mypundoes'
'mypundoes' with letters rearranged gives 'PSEUDONYM'.
'into' is the link.
(Other definitions for pseudonym that I've seen before include "Name adopted by someone for a particular role" , "Boz was for Dickens" , "Also known as" , "Lewis Carroll, perhaps?" , "Fictitious name used by author" .)