Crossword Genius

Paraded with a Yankee, in a band, all round (8)

Ross

I believe the answer is:

sashayed

'paraded' is the definition.

'a yankee in a band all round' is the wordplay.
'yankee' becomes 'y' (phonetic alphabet: alpha, bravo, charlie etc.).
'in a band' becomes 'sashed' (wearing a sash).
'all round' is an insertion indicator.
'a'+'y'='ay'
'ay' going within 'sashed' is 'SASHAYED'.

'with' is the link.

I've seen this clue in The Times.
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