Oscar, going to church, tucked into cheese roll (7)
I believe the answer is:
brioche
'roll' is the definition.
(I know that brioche is a type of roll)
'oscar going to church tucked into cheese' is the wordplay.
'oscar' becomes 'O' (phonetic alphabet: alpha, bravo, charlie etc.).
'going to' means one lot of letters go next to another.
'church' becomes 'ch' (common abbreviation).
'tucked into' is an insertion indicator.
'cheese' becomes 'brie' (Brie is an example).
'o'+'ch'='och'
'och' going into 'brie' is 'BRIOCHE'.
(Other definitions for brioche that I've seen before include "French bread roll" , "Bread roll of Normandy" , "Idol" , "Sweet yeast bread" , "Soft roll made of light yeast dough" .)