Shot fool in the Middle East (5)
I believe the answer is:
masse
'shot' is the definition.
(I know that masse is a type of shot)
'fool in the middle east' is the wordplay.
'fool' becomes 'ass' (both can mean a stupid person).
'in the' means one lot of letters goes inside another.
'middle east' becomes 'me' (abbreviation for Middle East).
'ass' placed into 'me' is 'MASSE'.
(Other definitions for masse that I've seen before include "Swerve shot at billiards" , "'En ..., all together (5)'" , "Swerving snooker stroke" .)