Shooting party coming back nice and warm (4)
I believe the answer is:
snug
'warm' is the definition.
(thesaurus)
I can't explain the remainder of the clue.
Can you help me to learn more?
(Other definitions for snug that I've seen before include "Cosy and comfortable" , "Comfortable -- small secluded room" , "joiner" , "Compact" , "Warm and cosy" .)