Piercing? One’s unduly curious about it (5)
I believe the answer is:
noisy
'piercing?' is the definition.
(thesaurus)
'one's unduly curious about it' is the wordplay.
'one' becomes 'i' (Roman numeral).
'unduly curious' becomes 'nosy' (I've seen this in another clue).
'about it' is an insertion indicator.
'i' inserted inside 'nosy' is 'NOISY'.
(Other definitions for noisy that I've seen before include "Raucous" , "like thirteen [HARD ROCK]" , "ear-piercing maybe!" , "Vociferous" , "Making much sound" .)