Robber stifles cry of surprise, finding small marsupial (9)
I believe the answer is:
bandicoot
'small marsupial' is the definition.
'bandicoot' can be an answer for 'marsupial' (I've seen this before). I am not certain of the 'small' bit.
'robber stifles cry of surprise' is the wordplay.
'robber' becomes 'bandit' (bandit is a type of robber).
'stifles' is an insertion indicator.
'cry of surprise' becomes 'coo' (coo is an expression of surprise).
'bandit' enclosing 'coo' is 'BANDICOOT'.
'finding' acts as a link.
Can you help me to learn more?
(Other definitions for bandicoot that I've seen before include "native of Australia" , "Little animal" , "Australian marsupial with long pointed muzzle and tail" , "Insect-eating marsupial of Australia and New Guinea" , "Australian native" .)