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Nicked, say, good snack (7,3)

Ross

I believe the answer is:

poached egg

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

'nicked say good' is the wordplay.
'nicked' becomes 'poached' (I can't explain this - if you can you should believe this answer much more).
'say' becomes 'eg' (short for 'exempli gratia', 'for example' in Latin).
'good' becomes 'g' (abbreviation).
'poached'+'eg'+'g'='POACHED EGG'

Can you help me to learn more?

(Other definitions for poached egg that I've seen before include "Cooked breakfast (stolen?)" , "snack" , "Shelled food item cooked in boiling water" , "bit of food" .)

I've seen this clue in The Daily Mail.
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