One's rolled up with soldier upset in vehicle (5)
I believe the answer is:
cigar
'one's rolled up' is the definition.
'soldier upset in vehicle' is the wordplay.
'soldier' becomes 'gi' (government issue or general issue).
'upset' shows that the letters should be reversed in order.
'in' indicates putting letters inside.
'vehicle' becomes 'car' (car is a kind of vehicle).
'gi' reversed gives 'ig'.
'ig' put into 'car' is 'CIGAR'.
'with' is the link.
(Other definitions for cigar that I've seen before include "A real smoke!" , "Havana, for example" , "Rolled tobacco leaf for smoking" , "Item kept in a humidor" , "Havana, perhaps" .)