Show vicar up — embarrassing initially (5)
I believe the answer is:
revue
'show' is the definition.
(revue is a kind of show)
'vicar up embarrassing initially' is the wordplay.
'vicar' becomes 'rev'.
'initially' suggests taking the first letters.
The initial letters of 'up embarrassing' is 'ue'.
'rev'+'ue'='REVUE'
(Other definitions for revue that I've seen before include "Show of sketches, songs, etc" , "Theatrical show" , "Entertainment with sketches, songs etc" , "Light stage work" , "Light theatrical entertainment" .)