Puzzles
'puzzles' is the definition.
(an enigma is a puzzle or mystery)
This is all the clue.
(Other definitions for enigmas that I've seen before include "'Mysteries, riddles (7)'" , "Problems" , "'Puzzles, riddles (7)'" , "Puzzles - mysteries" , "They're mysterious or difficult to understand" .)
'puzzles' is the definition.
(I've seen this in another clue)
This is the entire clue.
(Another definition for vexes that I've seen is " Annoys".)