Nancy misses damselfly in pickle (14)

I believe the answer is:

mesdemoiselles

I'm a little stuck... Click here to teach me more about this clue!

'nancy misses' is the definition.
(I've seen this before)

I cannot understand how the rest of the clue works.

(Another definition for mesdemoiselles that I've seen is " Nancy misses".)

I've seen this clue in The Times.

Want a hint initially instead of a full solution? Install my app