Possibly aim to enter with Lady Penelope? (10)
I believe the answer is:
marionette
'lady penelope?' is the definition.
(puppet or marionette in the TV show Thunderbirds)
'possibly aim to enter' is the wordplay.
'possibly' indicates an anagram.
'aim'+'to'+'enter'='aimtoenter'
'aimtoenter' with letters rearranged gives 'MARIONETTE'.
'with' acts as a link.
(Other definitions for marionette that I've seen before include "one that needs stringing up" , "String puppet" , "Puppet on strings" , "being manipulated by others" , "One has strings pulled" .)