Pastry made by martial artist is hot (6)
I believe the answer is:
danish
'pastry' is the definition.
(I know that Danish is a type of pastry)
'martial artist is hot' is the wordplay.
'martial artist' becomes 'dan' (I can't justify this - if you can you should believe this answer much more).
'hot' becomes 'h' (abbreviation eg on taps).
'dan'+'is'+'h'='DANISH'
'made by' is the link.
Can you help me to learn more?
(Other definitions for danish that I've seen before include "Had sin (anag)" , "Flat cake - and party's his! (anag)" , "Word linking blue and pastry" , "A blue cheese; a pastry" , "Scandinavian language" .)