Set up the brim of sombrero initially to tease dandy (9)
I believe the answer is:
cockscomb
'dandy' is the definition.
(I know that cockscomb is a type of dandy)
'set up the brim of sombrero initially to tease' is the wordplay.
I cannot quite understand how this works, but
'set' could be 'cock' (cocking is a kind of setting) and 'cock' is found within the answer.
'of' could be 'o' and 'o' is found in the answer.
This explanation may well be incorrect...
Can you help me to learn more?
(Other definitions for cockscomb that I've seen before include "Crest on domestic fowl" , "one that makes a crow" , "Bird's crest" , "Capital feature of bird" , "Rooster's crest" .)