Roguish style in which to make an entrance (7)
I believe the answer is:
archway
'entrance' is the definition.
(archway is a kind of entrance)
'roguish style' is the wordplay.
'roguish' becomes 'arch' (I've seen this before).
'style' becomes 'way' (synonyms).
'arch'+'way'='ARCHWAY'
'in which to make an' is the link.
This may not be right. Some or all of it may belong to another bit of the clue.
Can you help me to learn more?
(Other definitions for archway that I've seen before include "Vaulted entrance; London tube station" , "Entrance structure" , "part of London" , "entrance, perhaps" , "Curved entrance" .)