Shame Mars bars supply energy to begin with (9)
I believe the answer is:
embarrass
'shame' is the definition.
(to embarrass someone can mean to shame them)
'mars bars supply energy to begin with' is the wordplay.
'supply' indicates an anagram (in a supple way).
'energy' becomes 'e' (physics symbol as in E=mc2).
'to begin with' says to put letters next to each other.
'mars'+'bars'='marsbars'
'marsbars' anagrammed gives 'mbarrass'.
'mbarrass' after 'e' is 'EMBARRASS'.
(Other definitions for embarrass that I've seen before include "Make red-faced" , "Make to feel awkward or ashamed" , "Cause (someone) to feel awkward" , "Shame" , "Disconcert" .)