One may be roasted from exercise with a fanatic (6)
I believe the answer is:
peanut
'one may be roasted' is the definition.
(peanuts might be roasted)
'exercise with a fanatic' is the wordplay.
'exercise' becomes 'pe' (Physical Education).
'with' is a charade indicator (letters next to each other).
'fanatic' becomes 'nut' (I've seen this in another clue).
'pe'+'a'+'nut'='PEANUT'
'from' is the link.
(Other definitions for peanut that I've seen before include "Tasty edible seed, often salted" , "Eat pun for the hard fruit" , "Ante up for this type of hard fruit" , "One of little importance -- ante up (anag)" , "Common snack" .)